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Soc. Generale Call 200 TRV 20.12..../  DE000SU2YKF7  /

Frankfurt Zert./SG
6/20/2024  6:15:07 PM Chg.+0.310 Bid6:47:39 PM Ask6:47:39 PM Underlying Strike price Expiration date Option type
2.210EUR +16.32% 2.220
Bid Size: 25,000		 2.240
Ask Size: 25,000		 The Travelers Compan... 200.00 USD 12/20/2024 Call
 

Master data

WKN: SU2YKF
Issuer: Société Générale
Currency: EUR
Underlying: The Travelers Companies Inc
Type: Warrant
Option type: Call
Strike price: 200.00 USD
Maturity: 12/20/2024
Issue date: 11/29/2023
Last trading day: 12/19/2024
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 9.37
Leverage: Yes

Calculated values

Fair value: 1.58
Intrinsic value: 0.79
Implied volatility: 0.27
Historic volatility: 0.17
Parity: 0.79
Time value: 1.28
Break-even: 206.80
Moneyness: 1.04
Premium: 0.07
Premium p.a.: 0.14
Spread abs.: 0.02
Spread %: 0.98%
Delta: 0.66
Theta: -0.05
Omega: 6.17
Rho: 0.54
 

Quote data

Open: 1.900
High: 2.220
Low: 1.840
Previous Close: 1.900
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week  
+11.06%
1 Month
  -13.67%
3 Months
  -32.83%
YTD  
+63.70%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 2.110 1.900
1M High / 1M Low: 2.570 1.900
6M High / 6M Low: 3.910 1.250
High (YTD): 4/8/2024 3.910
Low (YTD): 1/8/2024 1.520
52W High: - -
52W Low: - -
Avg. price 1W:   2.002
Avg. volume 1W:   0.000
Avg. price 1M:   2.210
Avg. volume 1M:   0.000
Avg. price 6M:   2.622
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   95.02%
Volatility 6M:   115.58%
Volatility 1Y:   -
Volatility 3Y:   -