Soc. Generale Call 180 TRV 21.06.2024
/ DE000SV9WR98
Soc. Generale Call 180 TRV 21.06..../ DE000SV9WR98 /
6/13/2024 9:36:25 PM |
Chg.-0.010 |
Bid9:59:48 PM |
Ask- |
Underlying |
Strike price |
Expiration date |
Option type |
2.500EUR |
-0.40% |
- Bid Size: - |
- Ask Size: - |
The Travelers Compan... |
180.00 - |
6/21/2024 |
Call |
Master data
WKN: |
SV9WR9 |
Issuer: |
Société Générale |
Currency: |
EUR |
Underlying: |
The Travelers Companies Inc |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
180.00 - |
Maturity: |
6/21/2024 |
Issue date: |
7/19/2023 |
Last trading day: |
6/17/2024 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
7.75 |
Leverage: |
Yes |
Calculated values
Fair value: |
1.38 |
Intrinsic value: |
1.38 |
Implied volatility: |
2.55 |
Historic volatility: |
0.17 |
Parity: |
1.38 |
Time value: |
1.12 |
Break-even: |
205.00 |
Moneyness: |
1.08 |
Premium: |
0.06 |
Premium p.a.: |
0.00 |
Spread abs.: |
0.00 |
Spread %: |
0.00% |
Delta: |
0.67 |
Theta: |
-2.72 |
Omega: |
5.18 |
Rho: |
0.01 |
Quote data
Open: |
2.040 |
High: |
2.500 |
Low: |
2.040 |
Previous Close: |
2.510 |
Turnover: |
0.000 |
Market phase: |
CL |
All quotes in EUR
Performance
1 Week |
|
|
-8.42% |
1 Month |
|
|
-31.32% |
3 Months |
|
|
-30.56% |
YTD |
|
|
+49.70% |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
2.730 |
2.500 |
1M High / 1M Low: |
3.360 |
2.500 |
6M High / 6M Low: |
4.820 |
1.450 |
High (YTD): |
4/8/2024 |
4.820 |
Low (YTD): |
1/9/2024 |
1.890 |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
2.580 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
2.908 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
3.281 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
104.72% |
Volatility 6M: |
|
118.60% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |