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Soc. Generale Call 160 TRV 20.12..../  DE000SU2YKB6  /

Frankfurt Zert./SG
2024-06-14  9:43:23 PM Chg.-0.080 Bid9:59:37 PM Ask2024-06-14 Underlying Strike price Expiration date Option type
4.780EUR -1.65% 4.770
Bid Size: 1,000		 -
Ask Size: -		 The Travelers Compan... 160.00 USD 2024-12-20 Call
 

Master data

WKN: SU2YKB
Issuer: Société Générale
Currency: EUR
Underlying: The Travelers Companies Inc
Type: Warrant
Option type: Call
Strike price: 160.00 USD
Maturity: 2024-12-20
Issue date: 2023-11-29
Last trading day: 2024-12-19
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 4.13
Leverage: Yes

Calculated values

Fair value: 4.57
Intrinsic value: 4.28
Implied volatility: 0.26
Historic volatility: 0.17
Parity: 4.28
Time value: 0.38
Break-even: 196.07
Moneyness: 1.29
Premium: 0.02
Premium p.a.: 0.04
Spread abs.: -0.12
Spread %: -2.51%
Delta: 0.94
Theta: -0.02
Omega: 3.87
Rho: 0.69
 

Quote data

Open: 4.470
High: 4.840
Low: 4.370
Previous Close: 4.860
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week
  -9.47%
1 Month
  -11.15%
3 Months
  -17.16%
YTD  
+34.27%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 5.380 4.780
1M High / 1M Low: 5.860 4.780
6M High / 6M Low: 6.960 3.240
High (YTD): 2024-04-08 6.960
Low (YTD): 2024-01-02 3.900
52W High: - -
52W Low: - -
Avg. price 1W:   4.982
Avg. volume 1W:   0.000
Avg. price 1M:   5.217
Avg. volume 1M:   0.000
Avg. price 6M:   5.423
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   61.49%
Volatility 6M:   70.64%
Volatility 1Y:   -
Volatility 3Y:   -