Soc. Generale Call 270 CAT 20.12.2024
/ DE000SH8BDJ6
Soc. Generale Call 270 CAT 20.12..../ DE000SH8BDJ6 /
| 24/06/2024 09:53:44 |
Chg.-0.01 |
Bid22:00:36 |
Ask22:00:36 |
Underlying |
Strike price |
Expiration date |
Option type |
| 6.32EUR |
-0.16% |
-
Bid Size: - |
-
Ask Size: - |
Caterpillar Inc |
270.00 USD |
20/12/2024 |
Call |
Master data
| WKN: |
SH8BDJ |
| Issuer: |
Société Générale |
| Currency: |
EUR |
| Underlying: |
Caterpillar Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
270.00 USD |
| Maturity: |
20/12/2024 |
| Issue date: |
01/04/2022 |
| Last trading day: |
19/12/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
4.76 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
6.07 |
| Intrinsic value: |
5.41 |
| Implied volatility: |
0.32 |
| Historic volatility: |
0.24 |
| Parity: |
5.41 |
| Time value: |
1.03 |
| Break-even: |
317.02 |
| Moneyness: |
1.21 |
| Premium: |
0.03 |
| Premium p.a.: |
0.07 |
| Spread abs.: |
0.02 |
| Spread %: |
0.31% |
| Delta: |
0.85 |
| Theta: |
-0.06 |
| Omega: |
4.06 |
| Rho: |
0.97 |
Quote data
| Open: |
6.32 |
| High: |
6.32 |
| Low: |
6.32 |
| Previous Close: |
6.33 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+8.22% |
| 1 Month |
|
|
-24.49% |
| 3 Months |
|
|
-35.44% |
| YTD |
|
|
+30.04% |
| 1 Year |
|
|
+189.91% |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
6.33 |
5.84 |
| 1M High / 1M Low: |
8.37 |
5.84 |
| 6M High / 6M Low: |
10.77 |
3.58 |
| High (YTD): |
08/04/2024 |
10.77 |
| Low (YTD): |
18/01/2024 |
3.58 |
| 52W High: |
08/04/2024 |
10.77 |
| 52W Low: |
31/10/2023 |
1.67 |
| Avg. price 1W: |
|
6.05 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
6.72 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
7.15 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
5.28 |
| Avg. volume 1Y: |
|
0.00 |
| Volatility 1M: |
|
56.57% |
| Volatility 6M: |
|
79.25% |
| Volatility 1Y: |
|
107.01% |
| Volatility 3Y: |
|
- |
