Soc. Generale Call 240 TRV 20.12.2024
/ DE000SW7ET07
Soc. Generale Call 240 TRV 20.12..../ DE000SW7ET07 /
| 2024-06-14 9:46:46 PM |
Chg.-0.010 |
Bid9:58:57 PM |
Ask9:58:57 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.470EUR |
-2.08% |
0.460
Bid Size: 6,600 |
0.470
Ask Size: 6,600 |
The Travelers Compan... |
240.00 USD |
2024-12-20 |
Call |
Master data
| WKN: |
SW7ET0 |
| Issuer: |
Société Générale |
| Currency: |
EUR |
| Underlying: |
The Travelers Companies Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
240.00 USD |
| Maturity: |
2024-12-20 |
| Issue date: |
2024-03-07 |
| Last trading day: |
2024-12-19 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
40.91 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.17 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.25 |
| Historic volatility: |
0.17 |
| Parity: |
-3.19 |
| Time value: |
0.47 |
| Break-even: |
228.90 |
| Moneyness: |
0.86 |
| Premium: |
0.19 |
| Premium p.a.: |
0.40 |
| Spread abs.: |
0.01 |
| Spread %: |
2.17% |
| Delta: |
0.25 |
| Theta: |
-0.03 |
| Omega: |
10.27 |
| Rho: |
0.22 |
Quote data
| Open: |
0.410 |
| High: |
0.490 |
| Low: |
0.380 |
| Previous Close: |
0.480 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
-24.19% |
| 1 Month |
|
|
-24.19% |
| 3 Months |
|
|
-57.27% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.640 |
0.470 |
| 1M High / 1M Low: |
0.800 |
0.470 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.524 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.593 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
184.44% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
