OverviewChartNewsTraderScreen

Soc. Generale Call 270 CAT 20.12..../  DE000SH8BDJ6  /

EUWAX
9/26/2024  9:35:29 AM Chg.-0.46 Bid12:10:42 PM Ask12:10:42 PM Underlying Strike price Expiration date Option type
10.02EUR -4.39% 10.36
Bid Size: 1,000		 -
Ask Size: -		 Caterpillar Inc 270.00 USD 12/20/2024 Call
 

Master data

WKN: SH8BDJ
Issuer: Société Générale
Currency: EUR
Underlying: Caterpillar Inc
Type: Warrant
Option type: Call
Strike price: 270.00 USD
Maturity: 12/20/2024
Issue date: 4/1/2022
Last trading day: 12/19/2024
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 3.41
Leverage: Yes

Calculated values

Fair value: 9.92
Intrinsic value: 9.73
Implied volatility: 0.37
Historic volatility: 0.23
Parity: 9.73
Time value: 0.24
Break-even: 342.29
Moneyness: 1.40
Premium: 0.01
Premium p.a.: 0.03
Spread abs.: 0.00
Spread %: 0.00%
Delta: 0.98
Theta: -0.04
Omega: 3.33
Rho: 0.54
 

Quote data

Open: 10.02
High: 10.02
Low: 10.02
Previous Close: 10.48
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+27.97%
1 Month  
+37.64%
3 Months  
+65.07%
YTD  
+106.17%
1 Year  
+144.99%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 10.48 7.83
1M High / 1M Low: 10.48 6.03
6M High / 6M Low: 10.77 5.56
High (YTD): 4/8/2024 10.77
Low (YTD): 1/18/2024 3.58
52W High: 4/8/2024 10.77
52W Low: 10/31/2023 1.67
Avg. price 1W:   9.14
Avg. volume 1W:   0.00
Avg. price 1M:   7.45
Avg. volume 1M:   0.00
Avg. price 6M:   7.63
Avg. volume 6M:   0.00
Avg. price 1Y:   6.09
Avg. volume 1Y:   0.00
Volatility 1M:   104.47%
Volatility 6M:   93.31%
Volatility 1Y:   105.56%
Volatility 3Y:   -