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

EUWAX
2024-06-14  8:28:10 AM Chg.-0.02 Bid10:00:31 PM Ask10:00:31 PM Underlying Strike price Expiration date Option type
3.12EUR -0.64% -
Bid Size: -
-
Ask Size: -
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: 5.90
Leverage: Yes

Calculated values

Fair value: 2.83
Intrinsic value: 2.41
Implied volatility: 0.30
Historic volatility: 0.17
Parity: 2.41
Time value: 0.85
Break-even: 200.75
Moneyness: 1.14
Premium: 0.04
Premium p.a.: 0.09
Spread abs.: 0.03
Spread %: 0.93%
Delta: 0.79
Theta: -0.04
Omega: 4.68
Rho: 0.62
 

Quote data

Open: 3.12
High: 3.12
Low: 3.12
Previous Close: 3.14
Turnover: 0.00
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -3.41%
1 Month
  -20.20%
3 Months
  -30.36%
YTD  
+36.84%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 3.57 3.12
1M High / 1M Low: 4.01 3.10
6M High / 6M Low: 5.04 2.07
High (YTD): 2024-03-28 5.04
Low (YTD): 2024-01-09 2.57
52W High: - -
52W Low: - -
Avg. price 1W:   3.32
Avg. volume 1W:   0.00
Avg. price 1M:   3.50
Avg. volume 1M:   0.00
Avg. price 6M:   3.77
Avg. volume 6M:   0.00
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   103.29%
Volatility 6M:   87.15%
Volatility 1Y:   -
Volatility 3Y:   -