Soc. Generale Put 90 RTX 20.09.2024
/ DE000SV6QZ99
Soc. Generale Put 90 RTX 20.09.20.../ DE000SV6QZ99 /
| 28/06/2024 21:48:12 |
Chg.+0.002 |
Bid21:59:55 |
Ask21:59:55 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.075EUR |
+2.74% |
0.077
Bid Size: 15,000 |
0.087
Ask Size: 15,000 |
RTX Corporation |
90.00 USD |
20/09/2024 |
Put |
Master data
| WKN: |
SV6QZ9 |
| Issuer: |
Société Générale |
| Currency: |
EUR |
| Underlying: |
RTX Corporation |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
90.00 USD |
| Maturity: |
20/09/2024 |
| Issue date: |
24/05/2023 |
| Last trading day: |
19/09/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-108.95 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.05 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.25 |
| Historic volatility: |
0.20 |
| Parity: |
-0.97 |
| Time value: |
0.09 |
| Break-even: |
83.14 |
| Moneyness: |
0.90 |
| Premium: |
0.11 |
| Premium p.a.: |
0.60 |
| Spread abs.: |
0.01 |
| Spread %: |
13.16% |
| Delta: |
-0.14 |
| Theta: |
-0.01 |
| Omega: |
-15.74 |
| Rho: |
-0.03 |
Quote data
| Open: |
0.070 |
| High: |
0.076 |
| Low: |
0.067 |
| Previous Close: |
0.073 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
+97.37% |
| 1 Month |
|
|
+33.93% |
| 3 Months |
|
|
-67.39% |
| YTD |
|
|
-91.38% |
| 1 Year |
|
|
-87.07% |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.075 |
0.064 |
| 1M High / 1M Low: |
0.075 |
0.033 |
| 6M High / 6M Low: |
0.830 |
0.033 |
| High (YTD): |
02/01/2024 |
0.830 |
| Low (YTD): |
05/06/2024 |
0.033 |
| 52W High: |
05/10/2023 |
2.010 |
| 52W Low: |
05/06/2024 |
0.033 |
| Avg. price 1W: |
|
0.070 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.049 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.317 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
0.722 |
| Avg. volume 1Y: |
|
0.000 |
| Volatility 1M: |
|
311.38% |
| Volatility 6M: |
|
165.99% |
| Volatility 1Y: |
|
154.17% |
| Volatility 3Y: |
|
- |
