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Soc. Generale Put 110 RTX 21.06.2.../  DE000SQ6LFZ9  /

Frankfurt Zert./SG
2024-05-27  12:59:59 PM Chg.-0.040 Bid1:44:25 PM Ask1:44:25 PM Underlying Strike price Expiration date Option type
0.340EUR -10.53% 0.360
Bid Size: 8,400		 0.420
Ask Size: 8,400		 RTX Corporation 110.00 USD 2024-06-21 Put
 

Master data

WKN: SQ6LFZ
Issuer: Société Générale
Currency: EUR
Underlying: RTX Corporation
Type: Warrant
Option type: Put
Strike price: 110.00 USD
Maturity: 2024-06-21
Issue date: 2022-12-20
Last trading day: 2024-06-20
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: -25.12
Leverage: Yes

Calculated values

Fair value: 0.41
Intrinsic value: 0.34
Implied volatility: 0.18
Historic volatility: 0.20
Parity: 0.34
Time value: 0.05
Break-even: 97.51
Moneyness: 1.04
Premium: 0.00
Premium p.a.: 0.07
Spread abs.: 0.01
Spread %: 2.63%
Delta: -0.74
Theta: -0.02
Omega: -18.56
Rho: -0.05
 

Quote data

Open: 0.360
High: 0.360
Low: 0.330
Previous Close: 0.380
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week
  -30.61%
1 Month
  -60.00%
3 Months
  -81.22%
YTD
  -85.09%
1 Year
  -80.57%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.490 0.380
1M High / 1M Low: 0.850 0.380
6M High / 6M Low: 2.760 0.380
High (YTD): 2024-01-17 2.270
Low (YTD): 2024-05-24 0.380
52W High: 2023-10-05 3.820
52W Low: 2024-05-24 0.380
Avg. price 1W:   0.426
Avg. volume 1W:   0.000
Avg. price 1M:   0.584
Avg. volume 1M:   0.000
Avg. price 6M:   1.631
Avg. volume 6M:   0.000
Avg. price 1Y:   2.006
Avg. volume 1Y:   0.000
Volatility 1M:   161.25%
Volatility 6M:   90.85%
Volatility 1Y:   101.94%
Volatility 3Y:   -