Soc. Generale Call 250 TRV 20.12.2024
/ DE000SW7ET15
Soc. Generale Call 250 TRV 20.12..../ DE000SW7ET15 /
| 2024-06-19 10:06:51 AM |
Chg.+0.010 |
Bid2:06:25 PM |
Ask2:06:25 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.280EUR |
+3.70% |
0.290
Bid Size: 10,000 |
0.380
Ask Size: 10,000 |
The Travelers Compan... |
250.00 USD |
2024-12-20 |
Call |
Master data
| WKN: |
SW7ET1 |
| Issuer: |
Société Générale |
| Currency: |
EUR |
| Underlying: |
The Travelers Companies Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
250.00 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: |
53.93 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.10 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.25 |
| Historic volatility: |
0.17 |
| Parity: |
-3.86 |
| Time value: |
0.36 |
| Break-even: |
236.40 |
| Moneyness: |
0.83 |
| Premium: |
0.22 |
| Premium p.a.: |
0.48 |
| Spread abs.: |
0.01 |
| Spread %: |
2.86% |
| Delta: |
0.20 |
| Theta: |
-0.03 |
| Omega: |
10.93 |
| Rho: |
0.18 |
Quote data
| Open: |
0.280 |
| High: |
0.280 |
| Low: |
0.280 |
| Previous Close: |
0.270 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-12.50% |
| 1 Month |
|
|
-42.86% |
| 3 Months |
|
|
-64.56% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.320 |
0.230 |
| 1M High / 1M Low: |
0.520 |
0.230 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.268 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.338 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
215.45% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
