Soc. Generale Call 75 RTX 17.01.2025
/ DE000SW220Q3
Soc. Generale Call 75 RTX 17.01.2.../ DE000SW220Q3 /
| 2024-06-17 10:06:25 AM |
Chg.-0.02 |
Bid9:22:01 PM |
Ask9:22:01 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.81EUR |
-0.71% |
2.86
Bid Size: 80,000 |
-
Ask Size: - |
RTX Corporation |
75.00 USD |
2025-01-17 |
Call |
Master data
| WKN: |
SW220Q |
| Issuer: |
Société Générale |
| Currency: |
EUR |
| Underlying: |
RTX Corporation |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
75.00 USD |
| Maturity: |
2025-01-17 |
| Issue date: |
2023-09-04 |
| Last trading day: |
2025-01-16 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
3.38 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
2.88 |
| Intrinsic value: |
2.73 |
| Implied volatility: |
0.19 |
| Historic volatility: |
0.20 |
| Parity: |
2.73 |
| Time value: |
0.15 |
| Break-even: |
98.88 |
| Moneyness: |
1.39 |
| Premium: |
0.02 |
| Premium p.a.: |
0.03 |
| Spread abs.: |
0.00 |
| Spread %: |
0.00% |
| Delta: |
0.99 |
| Theta: |
-0.01 |
| Omega: |
3.36 |
| Rho: |
0.40 |
Quote data
| Open: |
2.81 |
| High: |
2.81 |
| Low: |
2.81 |
| Previous Close: |
2.83 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-11.08% |
| 1 Month |
|
|
+0.36% |
| 3 Months |
|
|
+51.89% |
| YTD |
|
|
+102.16% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
3.16 |
2.83 |
| 1M High / 1M Low: |
3.16 |
2.80 |
| 6M High / 6M Low: |
3.16 |
1.20 |
| High (YTD): |
2024-06-10 |
3.16 |
| Low (YTD): |
2024-01-11 |
1.42 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
3.02 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
2.98 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
2.15 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
40.95% |
| Volatility 6M: |
|
54.36% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
