Soc. Generale Call 150 TRV 21.06.2024
/ DE000SV9WR64
Soc. Generale Call 150 TRV 21.06..../ DE000SV9WR64 /
| 13/06/2024 08:49:09 |
Chg.- |
Bid22:00:34 |
Ask22:00:34 |
Underlying |
Strike price |
Expiration date |
Option type |
| 4.80EUR |
- |
-
Bid Size: - |
-
Ask Size: - |
The Travelers Compan... |
150.00 - |
21/06/2024 |
Call |
Master data
| WKN: |
SV9WR6 |
| Issuer: |
Société Générale |
| Currency: |
EUR |
| Underlying: |
The Travelers Companies Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
150.00 - |
| Maturity: |
21/06/2024 |
| Issue date: |
19/07/2023 |
| Last trading day: |
17/06/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
3.67 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
4.40 |
| Intrinsic value: |
4.40 |
| Implied volatility: |
7.02 |
| Historic volatility: |
0.17 |
| Parity: |
4.40 |
| Time value: |
0.89 |
| Break-even: |
202.90 |
| Moneyness: |
1.29 |
| Premium: |
0.05 |
| Premium p.a.: |
0.00 |
| Spread abs.: |
0.00 |
| Spread %: |
0.00% |
| Delta: |
0.81 |
| Theta: |
-9.63 |
| Omega: |
2.98 |
| Rho: |
0.00 |
Quote data
| Open: |
4.80 |
| High: |
4.80 |
| Low: |
4.80 |
| Previous Close: |
5.03 |
| Turnover: |
0.00 |
| Market phase: |
SU |
All quotes in EUR
Performance
| 1 Week |
|
|
0.00% |
| 1 Month |
|
|
-18.78% |
| 3 Months |
|
|
-22.95% |
| YTD |
|
|
+32.96% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
4.80 |
4.80 |
| 1M High / 1M Low: |
5.91 |
4.80 |
| 6M High / 6M Low: |
6.85 |
3.56 |
| High (YTD): |
08/04/2024 |
6.85 |
| Low (YTD): |
09/01/2024 |
4.11 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
4.80 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
5.27 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
5.51 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
81.31% |
| Volatility 6M: |
|
73.94% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
