Soc. Generale Call 170 TRV 20.12.2024
/ DE000SU2YKC4
Soc. Generale Call 170 TRV 20.12..../ DE000SU2YKC4 /
| 2024-06-04 8:27:13 AM |
Chg.-0.47 |
Bid4:42:03 PM |
Ask4:42:03 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 3.92EUR |
-10.71% |
4.18
Bid Size: 20,000 |
4.22
Ask Size: 20,000 |
The Travelers Compan... |
170.00 USD |
2024-12-20 |
Call |
Master data
| WKN: |
SU2YKC |
| Issuer: |
Société Générale |
| Currency: |
EUR |
| Underlying: |
The Travelers Companies Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
170.00 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: |
4.53 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
4.03 |
| Intrinsic value: |
3.70 |
| Implied volatility: |
0.29 |
| Historic volatility: |
0.17 |
| Parity: |
3.70 |
| Time value: |
0.56 |
| Break-even: |
198.46 |
| Moneyness: |
1.24 |
| Premium: |
0.03 |
| Premium p.a.: |
0.05 |
| Spread abs.: |
0.04 |
| Spread %: |
0.95% |
| Delta: |
0.89 |
| Theta: |
-0.03 |
| Omega: |
4.01 |
| Rho: |
0.70 |
Quote data
| Open: |
3.92 |
| High: |
3.92 |
| Low: |
3.92 |
| Previous Close: |
4.39 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-8.41% |
| 1 Month |
|
|
-10.30% |
| 3 Months |
|
|
-18.67% |
| YTD |
|
|
+36.59% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
4.39 |
3.86 |
| 1M High / 1M Low: |
4.91 |
3.86 |
| 6M High / 6M Low: |
5.74 |
2.62 |
| High (YTD): |
2024-03-28 |
5.74 |
| Low (YTD): |
2024-01-09 |
3.20 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
4.13 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
4.41 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
4.34 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
81.55% |
| Volatility 6M: |
|
72.74% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
