Soc. Generale Call 90 RTX 21.03.2025
/ DE000SW3PM70
Soc. Generale Call 90 RTX 21.03.2.../ DE000SW3PM70 /
| 2024-06-17 8:29:45 AM |
Chg.-0.06 |
Bid9:22:17 PM |
Ask9:22:17 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.68EUR |
-3.45% |
1.71
Bid Size: 100,000 |
1.72
Ask Size: 100,000 |
RTX Corporation |
90.00 USD |
2025-03-21 |
Call |
Master data
| WKN: |
SW3PM7 |
| Issuer: |
Société Générale |
| Currency: |
EUR |
| Underlying: |
RTX Corporation |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
90.00 USD |
| Maturity: |
2025-03-21 |
| Issue date: |
2023-09-19 |
| Last trading day: |
2025-03-20 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
5.63 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.69 |
| Intrinsic value: |
1.33 |
| Implied volatility: |
0.22 |
| Historic volatility: |
0.20 |
| Parity: |
1.33 |
| Time value: |
0.40 |
| Break-even: |
101.39 |
| Moneyness: |
1.16 |
| Premium: |
0.04 |
| Premium p.a.: |
0.05 |
| Spread abs.: |
0.01 |
| Spread %: |
0.58% |
| Delta: |
0.84 |
| Theta: |
-0.01 |
| Omega: |
4.73 |
| Rho: |
0.49 |
Quote data
| Open: |
1.68 |
| High: |
1.68 |
| Low: |
1.68 |
| Previous Close: |
1.74 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-18.05% |
| 1 Month |
|
|
-2.89% |
| 3 Months |
|
|
+71.43% |
| YTD |
|
|
+136.62% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.05 |
1.74 |
| 1M High / 1M Low: |
2.05 |
1.73 |
| 6M High / 6M Low: |
2.05 |
0.56 |
| High (YTD): |
2024-06-10 |
2.05 |
| Low (YTD): |
2024-01-22 |
0.72 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.90 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.88 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
1.24 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
59.99% |
| Volatility 6M: |
|
76.59% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
