Soc. Generale Call 260 TRV 20.12.2024
/ DE000SW7ET23
Soc. Generale Call 260 TRV 20.12..../ DE000SW7ET23 /
| 2024-06-18 6:49:06 PM |
Chg.+0.020 |
Bid2024-06-18 |
Ask2024-06-18 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.240EUR |
+9.09% |
0.240
Bid Size: 45,000 |
0.250
Ask Size: 45,000 |
The Travelers Compan... |
260.00 USD |
2024-12-20 |
Call |
Master data
| WKN: |
SW7ET2 |
| Issuer: |
Société Générale |
| Currency: |
EUR |
| Underlying: |
The Travelers Companies Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
260.00 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: |
84.26 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.05 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.25 |
| Historic volatility: |
0.17 |
| Parity: |
-4.83 |
| Time value: |
0.23 |
| Break-even: |
244.39 |
| Moneyness: |
0.80 |
| Premium: |
0.26 |
| Premium p.a.: |
0.58 |
| Spread abs.: |
0.01 |
| Spread %: |
4.55% |
| Delta: |
0.14 |
| Theta: |
-0.02 |
| Omega: |
11.97 |
| Rho: |
0.13 |
Quote data
| Open: |
0.170 |
| High: |
0.240 |
| Low: |
0.170 |
| Previous Close: |
0.220 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
-4.00% |
| 1 Month |
|
|
-38.46% |
| 3 Months |
|
|
-57.14% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.250 |
0.200 |
| 1M High / 1M Low: |
0.340 |
0.200 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.218 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.258 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
180.22% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
