Soc. Generale Call 100 RTX 21.03.2025
/ DE000SU2WNE8
Soc. Generale Call 100 RTX 21.03..../ DE000SU2WNE8 /
| 2024-06-25 8:12:02 AM |
Chg.-0.24 |
Bid7:32:40 PM |
Ask7:32:40 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.92EUR |
-20.69% |
0.99
Bid Size: 125,000 |
1.00
Ask Size: 125,000 |
RTX Corporation |
100.00 USD |
2025-03-21 |
Call |
Master data
| WKN: |
SU2WNE |
| Issuer: |
Société Générale |
| Currency: |
EUR |
| Underlying: |
RTX Corporation |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
100.00 USD |
| Maturity: |
2025-03-21 |
| Issue date: |
2023-11-28 |
| Last trading day: |
2025-03-20 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
9.90 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.88 |
| Intrinsic value: |
0.18 |
| Implied volatility: |
0.23 |
| Historic volatility: |
0.20 |
| Parity: |
0.18 |
| Time value: |
0.78 |
| Break-even: |
102.78 |
| Moneyness: |
1.02 |
| Premium: |
0.08 |
| Premium p.a.: |
0.11 |
| Spread abs.: |
0.01 |
| Spread %: |
1.05% |
| Delta: |
0.63 |
| Theta: |
-0.02 |
| Omega: |
6.23 |
| Rho: |
0.37 |
Quote data
| Open: |
0.92 |
| High: |
0.92 |
| Low: |
0.92 |
| Previous Close: |
1.16 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-14.81% |
| 1 Month |
|
|
-22.69% |
| 3 Months |
|
|
+29.58% |
| YTD |
|
|
+119.05% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.16 |
1.08 |
| 1M High / 1M Low: |
1.35 |
1.05 |
| 6M High / 6M Low: |
1.35 |
0.40 |
| High (YTD): |
2024-06-10 |
1.35 |
| Low (YTD): |
2024-01-22 |
0.40 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.10 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.20 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
0.80 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
75.03% |
| Volatility 6M: |
|
97.65% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
