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

Frankfurt Zert./SG
2024-06-14  9:41:50 PM Chg.-0.030 Bid9:59:59 PM Ask9:59:59 PM Underlying Strike price Expiration date Option type
1.960EUR -1.51% 1.940
Bid Size: 2,000
1.960
Ask Size: 2,000
The Travelers Compan... 200.00 USD 2024-12-20 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: 2024-12-20
Issue date: 2023-11-29
Last trading day: 2024-12-19
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 9.86
Leverage: Yes

Calculated values

Fair value: 1.43
Intrinsic value: 0.55
Implied volatility: 0.27
Historic volatility: 0.17
Parity: 0.55
Time value: 1.40
Break-even: 206.33
Moneyness: 1.03
Premium: 0.07
Premium p.a.: 0.15
Spread abs.: 0.02
Spread %: 1.04%
Delta: 0.63
Theta: -0.05
Omega: 6.24
Rho: 0.53
 

Quote data

Open: 1.830
High: 2.010
Low: 1.730
Previous Close: 1.990
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week
  -16.60%
1 Month
  -19.01%
3 Months
  -36.16%
YTD  
+45.19%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 2.380 1.960
1M High / 1M Low: 2.810 1.960
6M High / 6M Low: 3.910 1.130
High (YTD): 2024-04-08 3.910
Low (YTD): 2024-01-08 1.520
52W High: - -
52W Low: - -
Avg. price 1W:   2.100
Avg. volume 1W:   0.000
Avg. price 1M:   2.296
Avg. volume 1M:   0.000
Avg. price 6M:   2.602
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   108.40%
Volatility 6M:   114.87%
Volatility 1Y:   -
Volatility 3Y:   -