Soc. Generale Call 85 RTX 17.01.2025
/ DE000SV1KV86
Soc. Generale Call 85 RTX 17.01.2.../ DE000SV1KV86 /
| 2024-06-17 8:11:03 AM |
Chg.-0.05 |
Bid6:38:55 PM |
Ask6:38:55 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.99EUR |
-2.45% |
2.02
Bid Size: 90,000 |
2.03
Ask Size: 90,000 |
RTX Corporation |
85.00 USD |
2025-01-17 |
Call |
Master data
| WKN: |
SV1KV8 |
| Issuer: |
Société Générale |
| Currency: |
EUR |
| Underlying: |
RTX Corporation |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
85.00 USD |
| Maturity: |
2025-01-17 |
| Issue date: |
2023-02-28 |
| Last trading day: |
2025-01-16 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
4.75 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
2.01 |
| Intrinsic value: |
1.80 |
| Implied volatility: |
0.24 |
| Historic volatility: |
0.20 |
| Parity: |
1.80 |
| Time value: |
0.25 |
| Break-even: |
99.92 |
| Moneyness: |
1.23 |
| Premium: |
0.03 |
| Premium p.a.: |
0.04 |
| Spread abs.: |
0.01 |
| Spread %: |
0.49% |
| Delta: |
0.90 |
| Theta: |
-0.01 |
| Omega: |
4.30 |
| Rho: |
0.40 |
Quote data
| Open: |
1.99 |
| High: |
1.99 |
| Low: |
1.99 |
| Previous Close: |
2.04 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-14.22% |
| 1 Month |
|
|
-1.00% |
| 3 Months |
|
|
+68.64% |
| YTD |
|
|
+134.12% |
| 1 Year |
|
|
-3.40% |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.32 |
2.04 |
| 1M High / 1M Low: |
2.33 |
2.01 |
| 6M High / 6M Low: |
2.33 |
0.69 |
| High (YTD): |
2024-06-06 |
2.33 |
| Low (YTD): |
2024-01-22 |
0.84 |
| 52W High: |
2024-06-06 |
2.33 |
| 52W Low: |
2023-10-05 |
0.41 |
| Avg. price 1W: |
|
2.18 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
2.16 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
1.45 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
1.25 |
| Avg. volume 1Y: |
|
0.00 |
| Volatility 1M: |
|
55.58% |
| Volatility 6M: |
|
77.04% |
| Volatility 1Y: |
|
101.86% |
| Volatility 3Y: |
|
- |
