Soc. Generale Call 210 TRV 21.06.2024
/ DE000SV9WSC5
Soc. Generale Call 210 TRV 21.06..../ DE000SV9WSC5 /
| 17/05/2024 08:49:08 |
Chg.+0.290 |
Bid22:00:44 |
Ask22:00:44 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.870EUR |
+50.00% |
-
Bid Size: - |
-
Ask Size: - |
The Travelers Compan... |
210.00 USD |
21/06/2024 |
Call |
Master data
| WKN: |
SV9WSC |
| Issuer: |
Société Générale |
| Currency: |
EUR |
| Underlying: |
The Travelers Companies Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
210.00 USD |
| Maturity: |
21/06/2024 |
| Issue date: |
19/07/2023 |
| Last trading day: |
20/06/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
18.21 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.05 |
| Intrinsic value: |
0.89 |
| Implied volatility: |
0.20 |
| Historic volatility: |
0.17 |
| Parity: |
0.89 |
| Time value: |
0.22 |
| Break-even: |
204.31 |
| Moneyness: |
1.05 |
| Premium: |
0.01 |
| Premium p.a.: |
0.12 |
| Spread abs.: |
0.02 |
| Spread %: |
1.83% |
| Delta: |
0.79 |
| Theta: |
-0.07 |
| Omega: |
14.47 |
| Rho: |
0.14 |
Quote data
| Open: |
0.870 |
| High: |
0.870 |
| Low: |
0.870 |
| Previous Close: |
0.580 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-10.31% |
| 1 Month |
|
|
+50.00% |
| 3 Months |
|
|
-38.30% |
| YTD |
|
|
+123.08% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.870 |
0.580 |
| 1M High / 1M Low: |
0.970 |
0.580 |
| 6M High / 6M Low: |
2.090 |
0.160 |
| High (YTD): |
08/04/2024 |
2.090 |
| Low (YTD): |
09/01/2024 |
0.460 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.774 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.738 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
1.004 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
269.14% |
| Volatility 6M: |
|
226.97% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
