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Soc. Generale Put 110 RTX 20.09.2.../  DE000SV692Y8  /

EUWAX
09/07/2024  09:21:41 Chg.- Bid08:41:19 Ask08:41:19 Underlying Strike price Expiration date Option type
0.940EUR - 0.880
Bid Size: 4,000		 0.940
Ask Size: 4,000		 RTX Corporation 110.00 USD 20/09/2024 Put
 

Master data

WKN: SV692Y
Issuer: Société Générale
Currency: EUR
Underlying: RTX Corporation
Type: Warrant
Option type: Put
Strike price: 110.00 USD
Maturity: 20/09/2024
Issue date: 09/06/2023
Last trading day: 19/09/2024
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: -10.39
Leverage: Yes

Calculated values

Fair value: 0.84
Intrinsic value: 0.82
Implied volatility: 0.25
Historic volatility: 0.20
Parity: 0.82
Time value: 0.08
Break-even: 92.72
Moneyness: 1.09
Premium: 0.01
Premium p.a.: 0.04
Spread abs.: 0.01
Spread %: 1.12%
Delta: -0.74
Theta: -0.02
Omega: -7.71
Rho: -0.15
 

Quote data

Open: 0.940
High: 0.940
Low: 0.940
Previous Close: 0.920
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+2.17%
1 Month  
+104.35%
3 Months     0.00%
YTD
  -58.95%
1 Year
  -34.27%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.940 0.910
1M High / 1M Low: 0.990 0.460
6M High / 6M Low: 2.280 0.450
High (YTD): 22/01/2024 2.280
Low (YTD): 07/06/2024 0.450
52W High: 04/10/2023 3.820
52W Low: 07/06/2024 0.450
Avg. price 1W:   0.922
Avg. volume 1W:   0.000
Avg. price 1M:   0.747
Avg. volume 1M:   0.000
Avg. price 6M:   1.224
Avg. volume 6M:   0.000
Avg. price 1Y:   1.930
Avg. volume 1Y:   0.000
Volatility 1M:   174.56%
Volatility 6M:   105.04%
Volatility 1Y:   107.27%
Volatility 3Y:   -