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Soc. Generale Put 90 RTX 20.09.20.../  DE000SV6QZ99  /

EUWAX
2024-07-10  8:32:03 AM Chg.-0.008 Bid10:00:36 PM Ask10:00:36 PM Underlying Strike price Expiration date Option type
0.061EUR -11.59% -
Bid Size: -		 -
Ask Size: -		 RTX Corporation 90.00 USD 2024-09-20 Put
 

Master data

WKN: SV6QZ9
Issuer: Société Générale
Currency: EUR
Underlying: RTX Corporation
Type: Warrant
Option type: Put
Strike price: 90.00 USD
Maturity: 2024-09-20
Issue date: 2023-05-24
Last trading day: 2024-09-19
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: -128.08
Leverage: Yes

Calculated values

Fair value: 0.03
Intrinsic value: 0.00
Implied volatility: 0.26
Historic volatility: 0.20
Parity: -1.03
Time value: 0.07
Break-even: 82.49
Moneyness: 0.89
Premium: 0.12
Premium p.a.: 0.76
Spread abs.: 0.01
Spread %: 15.87%
Delta: -0.13
Theta: -0.01
Omega: -16.52
Rho: -0.03
 

Quote data

Open: 0.061
High: 0.061
Low: 0.061
Previous Close: 0.069
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -7.58%
1 Month  
+90.63%
3 Months
  -66.11%
YTD
  -92.99%
1 Year
  -89.48%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.069 0.065
1M High / 1M Low: 0.080 0.032
6M High / 6M Low: 0.790 0.030
High (YTD): 2024-01-05 0.830
Low (YTD): 2024-06-06 0.030
52W High: 2023-10-04 2.010
52W Low: 2024-06-06 0.030
Avg. price 1W:   0.067
Avg. volume 1W:   0.000
Avg. price 1M:   0.056
Avg. volume 1M:   0.000
Avg. price 6M:   0.277
Avg. volume 6M:   0.000
Avg. price 1Y:   0.706
Avg. volume 1Y:   0.000
Volatility 1M:   307.60%
Volatility 6M:   177.63%
Volatility 1Y:   158.92%
Volatility 3Y:   -