Soc. Generale Call 140 TRV 21.06.2024
/ DE000SW22148
Soc. Generale Call 140 TRV 21.06..../ DE000SW22148 /
| 2024-06-13 9:44:28 PM |
Chg.+0.010 |
Bid9:59:20 PM |
Ask- |
Underlying |
Strike price |
Expiration date |
Option type |
| 6.200EUR |
+0.16% |
-
Bid Size: - |
-
Ask Size: - |
The Travelers Compan... |
140.00 - |
2024-06-21 |
Call |
Master data
| WKN: |
SW2214 |
| Issuer: |
Société Générale |
| Currency: |
EUR |
| Underlying: |
The Travelers Companies Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
140.00 - |
| Maturity: |
2024-06-21 |
| Issue date: |
2023-09-04 |
| Last trading day: |
2024-06-14 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
3.09 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
5.24 |
| Intrinsic value: |
5.23 |
| Implied volatility: |
3.44 |
| Historic volatility: |
0.17 |
| Parity: |
5.23 |
| Time value: |
0.99 |
| Break-even: |
202.20 |
| Moneyness: |
1.37 |
| Premium: |
0.05 |
| Premium p.a.: |
20.22 |
| Spread abs.: |
0.00 |
| Spread %: |
0.00% |
| Delta: |
0.83 |
| Theta: |
-1.82 |
| Omega: |
2.56 |
| Rho: |
0.02 |
Quote data
| Open: |
5.730 |
| High: |
6.200 |
| Low: |
5.730 |
| Previous Close: |
6.190 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
-8.15% |
| 1 Month |
|
|
-9.36% |
| 3 Months |
|
|
-11.68% |
| YTD |
|
|
+39.01% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
6.780 |
6.190 |
| 1M High / 1M Low: |
7.320 |
6.190 |
| 6M High / 6M Low: |
8.440 |
4.220 |
| High (YTD): |
2024-04-08 |
8.440 |
| Low (YTD): |
2024-01-15 |
4.960 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
6.407 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
6.667 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
6.745 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
52.41% |
| Volatility 6M: |
|
65.31% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
