Soc. Generale Call 170 TRV 21.06.2024
/ DE000SV9WR80
Soc. Generale Call 170 TRV 21.06..../ DE000SV9WR80 /
| 2024-06-13 9:41:09 PM |
Chg.-0.020 |
Bid9:59:48 PM |
Ask- |
Underlying |
Strike price |
Expiration date |
Option type |
| 3.420EUR |
-0.58% |
-
Bid Size: - |
-
Ask Size: - |
The Travelers Compan... |
170.00 - |
2024-06-21 |
Call |
Master data
| WKN: |
SV9WR8 |
| Issuer: |
Société Générale |
| Currency: |
EUR |
| Underlying: |
The Travelers Companies Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
170.00 - |
| Maturity: |
2024-06-21 |
| Issue date: |
2023-07-19 |
| Last trading day: |
2024-06-17 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
5.66 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
2.42 |
| Intrinsic value: |
2.42 |
| Implied volatility: |
3.72 |
| Historic volatility: |
0.17 |
| Parity: |
2.42 |
| Time value: |
1.01 |
| Break-even: |
204.30 |
| Moneyness: |
1.14 |
| Premium: |
0.05 |
| Premium p.a.: |
0.00 |
| Spread abs.: |
0.00 |
| Spread %: |
0.00% |
| Delta: |
0.73 |
| Theta: |
-4.41 |
| Omega: |
4.15 |
| Rho: |
0.01 |
Quote data
| Open: |
2.950 |
| High: |
3.420 |
| Low: |
2.950 |
| Previous Close: |
3.440 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
-0.58% |
| 1 Month |
|
|
-25.16% |
| 3 Months |
|
|
-25.33% |
| YTD |
|
|
+48.05% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
3.440 |
3.420 |
| 1M High / 1M Low: |
4.290 |
3.420 |
| 6M High / 6M Low: |
5.740 |
2.140 |
| High (YTD): |
2024-04-08 |
5.740 |
| Low (YTD): |
2024-01-09 |
2.590 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
3.430 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
3.832 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
4.141 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
80.13% |
| Volatility 6M: |
|
96.81% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
