Soc. Generale Call 280 TRV 20.12.2024
/ DE000SW8A2W2
Soc. Generale Call 280 TRV 20.12..../ DE000SW8A2W2 /
| 2024-09-20 8:55:39 AM |
Chg.-0.070 |
Bid12:00:32 PM |
Ask12:00:32 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.130EUR |
-35.00% |
0.140
Bid Size: 10,000 |
0.220
Ask Size: 10,000 |
The Travelers Compan... |
280.00 USD |
2024-12-20 |
Call |
Master data
| WKN: |
SW8A2W |
| Issuer: |
Société Générale |
| Currency: |
EUR |
| Underlying: |
The Travelers Companies Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
280.00 USD |
| Maturity: |
2024-12-20 |
| Issue date: |
2024-03-27 |
| Last trading day: |
2024-12-19 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
118.28 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.04 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.27 |
| Historic volatility: |
0.19 |
| Parity: |
-3.80 |
| Time value: |
0.18 |
| Break-even: |
252.71 |
| Moneyness: |
0.85 |
| Premium: |
0.19 |
| Premium p.a.: |
0.99 |
| Spread abs.: |
0.01 |
| Spread %: |
5.88% |
| Delta: |
0.13 |
| Theta: |
-0.04 |
| Omega: |
15.82 |
| Rho: |
0.07 |
Quote data
| Open: |
0.130 |
| High: |
0.130 |
| Low: |
0.130 |
| Previous Close: |
0.200 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
0.00% |
| 1 Month |
|
|
+12900.00% |
| 3 Months |
|
|
+109.68% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.220 |
0.130 |
| 1M High / 1M Low: |
0.230 |
0.001 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.186 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.094 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
2,438.07% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
