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Soc. Generale Put 110 RTX 20.09.2.../  DE000SV692Y8  /

EUWAX
2024-06-25  8:59:48 AM Chg.+0.240 Bid10:39:39 AM Ask10:39:39 AM Underlying Strike price Expiration date Option type
0.810EUR +42.11% 0.840
Bid Size: 4,000		 0.880
Ask Size: 4,000		 RTX Corporation 110.00 USD 2024-09-20 Put
 

Master data

WKN: SV692Y
Issuer: Société Générale
Currency: EUR
Underlying: RTX Corporation
Type: Warrant
Option type: Put
Strike price: 110.00 USD
Maturity: 2024-09-20
Issue date: 2023-06-09
Last trading day: 2024-09-19
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: -11.18
Leverage: Yes

Calculated values

Fair value: 0.80
Intrinsic value: 0.75
Implied volatility: 0.23
Historic volatility: 0.20
Parity: 0.75
Time value: 0.10
Break-even: 94.00
Moneyness: 1.08
Premium: 0.01
Premium p.a.: 0.05
Spread abs.: 0.01
Spread %: 1.19%
Delta: -0.71
Theta: -0.01
Omega: -7.88
Rho: -0.18
 

Quote data

Open: 0.810
High: 0.810
Low: 0.810
Previous Close: 0.570
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+24.62%
1 Month  
+32.79%
3 Months
  -40.44%
YTD
  -64.63%
1 Year
  -46.36%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.650 0.570
1M High / 1M Low: 0.680 0.450
6M High / 6M Low: 2.340 0.450
High (YTD): 2024-01-22 2.280
Low (YTD): 2024-06-07 0.450
52W High: 2023-10-04 3.820
52W Low: 2024-06-07 0.450
Avg. price 1W:   0.620
Avg. volume 1W:   0.000
Avg. price 1M:   0.561
Avg. volume 1M:   0.000
Avg. price 6M:   1.326
Avg. volume 6M:   0.000
Avg. price 1Y:   1.955
Avg. volume 1Y:   0.000
Volatility 1M:   133.59%
Volatility 6M:   82.20%
Volatility 1Y:   97.84%
Volatility 3Y:   -