Soc. Generale Call 994.51 TDG 20.12.2024
/ DE000SU2YJ79
Soc. Generale Call 994.51 TDG 20..../ DE000SU2YJ79 /
| 2024-10-28 6:55:24 PM |
Chg.-0.060 |
Bid9:25:02 PM |
Ask- |
Underlying |
Strike price |
Expiration date |
Option type |
| 3.450EUR |
-1.71% |
-
Bid Size: - |
-
Ask Size: - |
Transdigm Group Inco... |
994.51 - |
2024-12-20 |
Call |
Master data
| WKN: |
SU2YJ7 |
| Issuer: |
Société Générale |
| Currency: |
EUR |
| Underlying: |
Transdigm Group Incorporated |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
994.51 - |
| Maturity: |
2024-12-20 |
| Issue date: |
2023-11-29 |
| Last trading day: |
2024-10-29 |
| Ratio: |
94.34:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
3.75 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
2.02 |
| Intrinsic value: |
1.99 |
| Implied volatility: |
1.65 |
| Historic volatility: |
0.21 |
| Parity: |
1.99 |
| Time value: |
1.35 |
| Break-even: |
1,309.60 |
| Moneyness: |
1.19 |
| Premium: |
0.11 |
| Premium p.a.: |
2.34 |
| Spread abs.: |
0.00 |
| Spread %: |
0.00% |
| Delta: |
0.73 |
| Theta: |
-3.09 |
| Omega: |
2.73 |
| Rho: |
0.46 |
Quote data
| Open: |
3.530 |
| High: |
3.570 |
| Low: |
3.370 |
| Previous Close: |
3.510 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
0.00% |
| 1 Month |
|
|
-10.85% |
| 3 Months |
|
|
+53.33% |
| YTD |
|
|
+210.81% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
- |
- |
| 1M High / 1M Low: |
3.760 |
3.420 |
| 6M High / 6M Low: |
3.990 |
1.990 |
| High (YTD): |
2024-10-11 |
3.990 |
| Low (YTD): |
2024-01-03 |
0.960 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
- |
| Avg. volume 1W: |
|
- |
| Avg. price 1M: |
|
3.537 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
2.857 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
79.24% |
| Volatility 6M: |
|
93.58% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
