Soc. Generale Call 16 TRIP 21.06.2024
/ DE000SV44J85
Soc. Generale Call 16 TRIP 21.06..../ DE000SV44J85 /
6/3/2024 11:09:15 AM |
Chg.-0.350 |
Bid11:50:09 AM |
Ask- |
Underlying |
Strike price |
Expiration date |
Option type |
1.960EUR |
-15.15% |
1.950 Bid Size: 1,600 |
- Ask Size: - |
TripAdvisor Inc |
16.00 USD |
6/21/2024 |
Call |
Master data
WKN: |
SV44J8 |
Issuer: |
Société Générale |
Currency: |
EUR |
Underlying: |
TripAdvisor Inc |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
16.00 USD |
Maturity: |
6/21/2024 |
Issue date: |
5/8/2023 |
Last trading day: |
6/20/2024 |
Ratio: |
1:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
7.16 |
Leverage: |
Yes |
Calculated values
Fair value: |
2.25 |
Intrinsic value: |
2.17 |
Implied volatility: |
0.61 |
Historic volatility: |
0.45 |
Parity: |
2.17 |
Time value: |
0.19 |
Break-even: |
17.10 |
Moneyness: |
1.15 |
Premium: |
0.01 |
Premium p.a.: |
0.26 |
Spread abs.: |
0.00 |
Spread %: |
0.00% |
Delta: |
0.86 |
Theta: |
-0.02 |
Omega: |
6.19 |
Rho: |
0.01 |
Quote data
Open: |
1.860 |
High: |
1.960 |
Low: |
1.840 |
Previous Close: |
2.310 |
Turnover: |
0.000 |
Market phase: |
PRE CALL |
All quotes in EUR
Performance
1 Week |
|
|
+16.67% |
1 Month |
|
|
-78.58% |
3 Months |
|
|
-81.58% |
YTD |
|
|
-66.67% |
1 Year |
|
|
-46.88% |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
2.310 |
1.680 |
1M High / 1M Low: |
9.150 |
1.680 |
6M High / 6M Low: |
11.190 |
1.680 |
High (YTD): |
2/15/2024 |
11.190 |
Low (YTD): |
5/27/2024 |
1.680 |
52W High: |
2/15/2024 |
11.190 |
52W Low: |
5/27/2024 |
1.680 |
Avg. price 1W: |
|
1.994 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
3.283 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
7.091 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
5.136 |
Avg. volume 1Y: |
|
0.000 |
Volatility 1M: |
|
315.32% |
Volatility 6M: |
|
163.45% |
Volatility 1Y: |
|
146.70% |
Volatility 3Y: |
|
- |