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Soc. Generale Call 220 TRV 20.12..../  DE000SU2YKH3  /

EUWAX
2024-06-18  8:26:33 AM Chg.+0.090 Bid10:00:39 PM Ask10:00:39 PM Underlying Strike price Expiration date Option type
0.980EUR +10.11% -
Bid Size: -		 -
Ask Size: -		 The Travelers Compan... 220.00 USD 2024-12-20 Call
 

Master data

WKN: SU2YKH
Issuer: Société Générale
Currency: EUR
Underlying: The Travelers Companies Inc
Type: Warrant
Option type: Call
Strike price: 220.00 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: 17.62
Leverage: Yes

Calculated values

Fair value: 0.63
Intrinsic value: 0.00
Implied volatility: 0.26
Historic volatility: 0.17
Parity: -1.11
Time value: 1.10
Break-even: 215.84
Moneyness: 0.95
Premium: 0.11
Premium p.a.: 0.24
Spread abs.: 0.02
Spread %: 1.85%
Delta: 0.46
Theta: -0.05
Omega: 8.02
Rho: 0.39
 

Quote data

Open: 0.980
High: 0.980
Low: 0.980
Previous Close: 0.890
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -16.95%
1 Month
  -33.78%
3 Months
  -47.59%
YTD  
+46.27%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 1.180 0.890
1M High / 1M Low: 1.500 0.890
6M High / 6M Low: 2.420 0.580
High (YTD): 2024-04-08 2.420
Low (YTD): 2024-01-09 0.790
52W High: - -
52W Low: - -
Avg. price 1W:   1.000
Avg. volume 1W:   0.000
Avg. price 1M:   1.117
Avg. volume 1M:   0.000
Avg. price 6M:   1.471
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   173.23%
Volatility 6M:   151.26%
Volatility 1Y:   -
Volatility 3Y:   -