Soc. Generale Call 80 RTX 21.06.2024
/ DE000SQ4FXK1
Soc. Generale Call 80 RTX 21.06.2.../ DE000SQ4FXK1 /
2024-05-27 5:24:50 PM |
Chg.-0.080 |
Bid5:30:05 PM |
Ask- |
Underlying |
Strike price |
Expiration date |
Option type |
2.360EUR |
-3.28% |
2.340 Bid Size: 5,000 |
- Ask Size: - |
RTX Corporation |
80.00 USD |
2024-06-21 |
Call |
Master data
WKN: |
SQ4FXK |
Issuer: |
Société Générale |
Currency: |
EUR |
Underlying: |
RTX Corporation |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
80.00 USD |
Maturity: |
2024-06-21 |
Issue date: |
2022-11-16 |
Last trading day: |
2024-06-20 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
4.00 |
Leverage: |
Yes |
Calculated values
Fair value: |
2.44 |
Intrinsic value: |
2.42 |
Implied volatility: |
0.53 |
Historic volatility: |
0.20 |
Parity: |
2.42 |
Time value: |
0.03 |
Break-even: |
98.26 |
Moneyness: |
1.33 |
Premium: |
0.00 |
Premium p.a.: |
0.04 |
Spread abs.: |
0.00 |
Spread %: |
0.00% |
Delta: |
0.98 |
Theta: |
-0.02 |
Omega: |
3.93 |
Rho: |
0.05 |
Quote data
Open: |
2.380 |
High: |
2.410 |
Low: |
2.350 |
Previous Close: |
2.440 |
Turnover: |
0.000 |
Market phase: |
PRE CALL |
All quotes in EUR
Performance
1 Week |
|
|
+0.85% |
1 Month |
|
|
+16.83% |
3 Months |
|
|
+110.71% |
YTD |
|
|
+202.56% |
1 Year |
|
|
+24.21% |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
2.440 |
2.340 |
1M High / 1M Low: |
2.450 |
2.010 |
6M High / 6M Low: |
2.450 |
0.540 |
High (YTD): |
2024-05-10 |
2.450 |
Low (YTD): |
2024-01-22 |
0.800 |
52W High: |
2024-05-10 |
2.450 |
52W Low: |
2023-10-06 |
0.310 |
Avg. price 1W: |
|
2.400 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
2.263 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
1.342 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
1.256 |
Avg. volume 1Y: |
|
.394 |
Volatility 1M: |
|
44.79% |
Volatility 6M: |
|
93.06% |
Volatility 1Y: |
|
123.43% |
Volatility 3Y: |
|
- |