Soc. Generale Call 160 TRV 20.12.2024
/ DE000SU2YKB6
Soc. Generale Call 160 TRV 20.12..../ DE000SU2YKB6 /
| 2024-06-14 8:28:10 AM |
Chg.-0.05 |
Bid10:00:31 PM |
Ask10:00:31 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 4.49EUR |
-1.10% |
-
Bid Size: - |
-
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: |
4.49 |
| High: |
4.49 |
| Low: |
4.49 |
| Previous Close: |
4.54 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-2.18% |
| 1 Month |
|
|
-10.20% |
| 3 Months |
|
|
-22.98% |
| YTD |
|
|
+27.56% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
4.94 |
4.49 |
| 1M High / 1M Low: |
5.42 |
4.46 |
| 6M High / 6M Low: |
6.50 |
3.32 |
| High (YTD): |
2024-03-28 |
6.50 |
| Low (YTD): |
2024-01-09 |
3.89 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
4.69 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
4.86 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
5.14 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
78.21% |
| Volatility 6M: |
|
68.61% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
