Soc. Generale Call 240 TRV 20.12..../  DE000SW7ET07  /

Frankfurt Zert./SG
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:   -