Soc. Generale Call 230 TRV 20.12.2024
/ DE000SU6EZ87
Soc. Generale Call 230 TRV 20.12..../ DE000SU6EZ87 /
| 2024-09-20 9:01:28 AM |
Chg.-0.24 |
Bid10:00:36 PM |
Ask10:00:36 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.51EUR |
-13.71% |
-
Bid Size: - |
-
Ask Size: - |
The Travelers Compan... |
230.00 USD |
2024-12-20 |
Call |
Master data
| WKN: |
SU6EZ8 |
| Issuer: |
Société Générale |
| Currency: |
EUR |
| Underlying: |
The Travelers Companies Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
230.00 USD |
| Maturity: |
2024-12-20 |
| Issue date: |
2023-12-29 |
| Last trading day: |
2024-12-19 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
12.60 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.27 |
| Intrinsic value: |
0.68 |
| Implied volatility: |
0.29 |
| Historic volatility: |
0.19 |
| Parity: |
0.68 |
| Time value: |
1.01 |
| Break-even: |
223.00 |
| Moneyness: |
1.03 |
| Premium: |
0.05 |
| Premium p.a.: |
0.20 |
| Spread abs.: |
0.03 |
| Spread %: |
1.81% |
| Delta: |
0.64 |
| Theta: |
-0.08 |
| Omega: |
8.04 |
| Rho: |
0.30 |
Quote data
| Open: |
1.51 |
| High: |
1.51 |
| Low: |
1.51 |
| Previous Close: |
1.75 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+4.86% |
| 1 Month |
|
|
+139.68% |
| 3 Months |
|
|
+143.55% |
| YTD |
|
|
+214.58% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.87 |
1.44 |
| 1M High / 1M Low: |
1.87 |
0.57 |
| 6M High / 6M Low: |
1.87 |
0.40 |
| High (YTD): |
2024-09-18 |
1.87 |
| Low (YTD): |
2024-07-23 |
0.40 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.71 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.16 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
0.93 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
191.48% |
| Volatility 6M: |
|
217.65% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
