Soc. Generale Call 160 TRV 20.12.2024
/ DE000SU2YKB6
Soc. Generale Call 160 TRV 20.12..../ DE000SU2YKB6 /
| 2024-06-19 1:58:41 PM |
Chg.0.00 |
Bid5:05:21 PM |
Ask5:05:21 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 4.60EUR |
0.00% |
4.57
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: |
3.89 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
4.79 |
| Intrinsic value: |
4.52 |
| Implied volatility: |
0.32 |
| Historic volatility: |
0.17 |
| Parity: |
4.52 |
| Time value: |
0.47 |
| Break-even: |
198.89 |
| Moneyness: |
1.30 |
| Premium: |
0.02 |
| Premium p.a.: |
0.05 |
| Spread abs.: |
0.00 |
| Spread %: |
0.00% |
| Delta: |
0.91 |
| Theta: |
-0.03 |
| Omega: |
3.54 |
| Rho: |
0.64 |
Quote data
| Open: |
4.58 |
| High: |
4.60 |
| Low: |
4.58 |
| Previous Close: |
4.60 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-1.29% |
| 1 Month |
|
|
-14.81% |
| 3 Months |
|
|
-20.55% |
| YTD |
|
|
+30.68% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
4.66 |
4.41 |
| 1M High / 1M Low: |
5.42 |
4.41 |
| 6M High / 6M Low: |
6.50 |
3.33 |
| High (YTD): |
2024-03-28 |
6.50 |
| Low (YTD): |
2024-01-09 |
3.89 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
4.54 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
4.80 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
5.14 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
74.22% |
| Volatility 6M: |
|
68.31% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
