Soc. Generale Call 280 TRV 20.12.2024
/ DE000SW8A2W2
Soc. Generale Call 280 TRV 20.12..../ DE000SW8A2W2 /
| 03/06/2024 08:55:53 |
Chg.+0.026 |
Bid16:53:01 |
Ask16:53:01 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.110EUR |
+30.95% |
0.120
Bid Size: 50,000 |
0.130
Ask Size: 50,000 |
The Travelers Compan... |
280.00 USD |
20/12/2024 |
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: |
20/12/2024 |
| Issue date: |
27/03/2024 |
| Last trading day: |
19/12/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
116.91 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.03 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.24 |
| Historic volatility: |
0.17 |
| Parity: |
-5.92 |
| Time value: |
0.17 |
| Break-even: |
259.70 |
| Moneyness: |
0.77 |
| Premium: |
0.31 |
| Premium p.a.: |
0.63 |
| Spread abs.: |
0.01 |
| Spread %: |
6.25% |
| Delta: |
0.11 |
| Theta: |
-0.02 |
| Omega: |
12.46 |
| Rho: |
0.11 |
Quote data
| Open: |
0.110 |
| High: |
0.110 |
| Low: |
0.110 |
| Previous Close: |
0.084 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+44.74% |
| 1 Month |
|
|
0.00% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.084 |
0.050 |
| 1M High / 1M Low: |
0.130 |
0.050 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.069 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.098 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
436.72% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
