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Soc. Generale Call 180 TRV 20.12..../  DE000SU2YKD2  /

Frankfurt Zert./SG
2024-06-18  5:51:26 PM Chg.+0.110 Bid6:24:45 PM Ask6:24:45 PM Underlying Strike price Expiration date Option type
3.500EUR +3.24% 3.500
Bid Size: 20,000		 3.530
Ask Size: 20,000		 The Travelers Compan... 180.00 USD 2024-12-20 Call
 

Master data

WKN: SU2YKD
Issuer: Société Générale
Currency: EUR
Underlying: The Travelers Companies Inc
Type: Warrant
Option type: Call
Strike price: 180.00 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: 5.65
Leverage: Yes

Calculated values

Fair value: 3.01
Intrinsic value: 2.62
Implied volatility: 0.31
Historic volatility: 0.17
Parity: 2.62
Time value: 0.81
Break-even: 201.90
Moneyness: 1.16
Premium: 0.04
Premium p.a.: 0.08
Spread abs.: 0.03
Spread %: 0.88%
Delta: 0.80
Theta: -0.04
Omega: 4.55
Rho: 0.62
 

Quote data

Open: 3.210
High: 3.500
Low: 3.160
Previous Close: 3.390
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week     0.00%
1 Month
  -17.45%
3 Months
  -22.05%
YTD  
+50.21%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 3.500 3.210
1M High / 1M Low: 3.990 3.210
6M High / 6M Low: 5.370 2.120
High (YTD): 2024-04-08 5.370
Low (YTD): 2024-01-02 2.600
52W High: - -
52W Low: - -
Avg. price 1W:   3.334
Avg. volume 1W:   0.000
Avg. price 1M:   3.576
Avg. volume 1M:   0.000
Avg. price 6M:   3.947
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   73.56%
Volatility 6M:   85.58%
Volatility 1Y:   -
Volatility 3Y:   -