Soc. Generale Call 90 RTX 20.06.2025
/ DE000SU2YRF2
Soc. Generale Call 90 RTX 20.06.2.../ DE000SU2YRF2 /
| 11/15/2024 9:40:29 PM |
Chg.+0.010 |
Bid9:59:43 PM |
Ask- |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.950EUR |
+0.34% |
2.980
Bid Size: 5,000 |
-
Ask Size: - |
RTX Corporation |
90.00 USD |
6/20/2025 |
Call |
Master data
| WKN: |
SU2YRF |
| Issuer: |
Société Générale |
| Currency: |
EUR |
| Underlying: |
RTX Corporation |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
90.00 USD |
| Maturity: |
6/20/2025 |
| Issue date: |
11/29/2023 |
| Last trading day: |
6/19/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
3.79 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
2.87 |
| Intrinsic value: |
2.71 |
| Implied volatility: |
0.30 |
| Historic volatility: |
0.17 |
| Parity: |
2.71 |
| Time value: |
0.26 |
| Break-even: |
115.19 |
| Moneyness: |
1.32 |
| Premium: |
0.02 |
| Premium p.a.: |
0.04 |
| Spread abs.: |
0.00 |
| Spread %: |
0.00% |
| Delta: |
0.92 |
| Theta: |
-0.02 |
| Omega: |
3.48 |
| Rho: |
0.44 |
Quote data
| Open: |
2.860 |
| High: |
2.970 |
| Low: |
2.860 |
| Previous Close: |
2.940 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
-10.06% |
| 1 Month |
|
|
-15.95% |
| 3 Months |
|
|
+5.73% |
| YTD |
|
|
+251.19% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
3.450 |
2.940 |
| 1M High / 1M Low: |
3.620 |
2.770 |
| 6M High / 6M Low: |
3.620 |
1.490 |
| High (YTD): |
10/23/2024 |
3.620 |
| Low (YTD): |
1/16/2024 |
0.840 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
3.204 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
3.240 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
2.586 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
80.42% |
| Volatility 6M: |
|
76.77% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
