Soc. Generale Put 120 RTX 21.03.2025
/ DE000SY7YUY2
Soc. Generale Put 120 RTX 21.03.2.../ DE000SY7YUY2 /
| 06/11/2024 08:33:20 |
Chg.-0.210 |
Bid22:00:41 |
Ask22:00:41 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.470EUR |
-30.88% |
-
Bid Size: - |
-
Ask Size: - |
RTX Corporation |
120.00 USD |
21/03/2025 |
Put |
Master data
| WKN: |
SY7YUY |
| Issuer: |
Société Générale |
| Currency: |
EUR |
| Underlying: |
RTX Corporation |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
120.00 USD |
| Maturity: |
21/03/2025 |
| Issue date: |
28/08/2024 |
| Last trading day: |
20/03/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-16.24 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.39 |
| Intrinsic value: |
0.09 |
| Implied volatility: |
0.26 |
| Historic volatility: |
0.15 |
| Parity: |
0.09 |
| Time value: |
0.58 |
| Break-even: |
103.05 |
| Moneyness: |
1.01 |
| Premium: |
0.05 |
| Premium p.a.: |
0.15 |
| Spread abs.: |
0.01 |
| Spread %: |
1.52% |
| Delta: |
-0.46 |
| Theta: |
-0.02 |
| Omega: |
-7.48 |
| Rho: |
-0.21 |
Quote data
| Open: |
0.470 |
| High: |
0.470 |
| Low: |
0.470 |
| Previous Close: |
0.680 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-2.08% |
| 1 Month |
|
|
-18.97% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.680 |
0.480 |
| 1M High / 1M Low: |
0.680 |
0.370 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.576 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.503 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
128.23% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
