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Soc. Generale Call 220 CAT 20.12..../  DE000SH8BDD9  /

EUWAX
6/3/2024  9:54:41 AM Chg.-0.16 Bid11:39:13 AM Ask11:39:13 AM Underlying Strike price Expiration date Option type
11.15EUR -1.41% 11.16
Bid Size: 1,000		 -
Ask Size: -		 Caterpillar Inc 220.00 USD 12/20/2024 Call
 

Master data

WKN: SH8BDD
Issuer: Société Générale
Currency: EUR
Underlying: Caterpillar Inc
Type: Warrant
Option type: Call
Strike price: 220.00 USD
Maturity: 12/20/2024
Issue date: 4/1/2022
Last trading day: 12/19/2024
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 2.72
Leverage: Yes

Calculated values

Fair value: 11.34
Intrinsic value: 10.92
Implied volatility: 0.37
Historic volatility: 0.24
Parity: 10.92
Time value: 0.56
Break-even: 317.52
Moneyness: 1.54
Premium: 0.02
Premium p.a.: 0.03
Spread abs.: 0.00
Spread %: 0.00%
Delta: 0.96
Theta: -0.04
Omega: 2.61
Rho: 1.01
 

Quote data

Open: 11.15
High: 11.15
Low: 11.15
Previous Close: 11.31
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -7.32%
1 Month  
+0.81%
3 Months  
+0.36%
YTD  
+36.64%
1 Year  
+177.36%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 12.03 11.09
1M High / 1M Low: 13.39 11.06
6M High / 6M Low: 14.75 5.08
High (YTD): 4/8/2024 14.75
Low (YTD): 1/18/2024 6.70
52W High: 4/8/2024 14.75
52W Low: 10/31/2023 3.63
Avg. price 1W:   11.66
Avg. volume 1W:   0.00
Avg. price 1M:   12.28
Avg. volume 1M:   0.00
Avg. price 6M:   10.43
Avg. volume 6M:   0.00
Avg. price 1Y:   8.17
Avg. volume 1Y:   0.00
Volatility 1M:   56.13%
Volatility 6M:   74.29%
Volatility 1Y:   81.50%
Volatility 3Y:   -