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Soc. Generale Call 1050 TDG 20.12.../  DE000SU2YJ79  /

Frankfurt Zert./SG
2024-08-07  9:49:24 PM Chg.-0.310 Bid8:09:35 AM Ask8:09:35 AM Underlying Strike price Expiration date Option type
2.000EUR -13.42% 1.800
Bid Size: 3,000		 2.100
Ask Size: 3,000		 Transdigm Group Inco... 1,050.00 USD 2024-12-20 Call
 

Master data

WKN: SU2YJ7
Issuer: Société Générale
Currency: EUR
Underlying: Transdigm Group Incorporated
Type: Warrant
Option type: Call
Strike price: 1,050.00 USD
Maturity: 2024-12-20
Issue date: 2023-11-29
Last trading day: 2024-12-19
Ratio: 100:1
Exercise type: American
Quanto: No
Gearing: 5.06
Leverage: Yes

Calculated values

Fair value: 1.88
Intrinsic value: 1.71
Implied volatility: 0.43
Historic volatility: 0.20
Parity: 1.71
Time value: 0.53
Break-even: 1,185.02
Moneyness: 1.18
Premium: 0.05
Premium p.a.: 0.13
Spread abs.: 0.06
Spread %: 2.75%
Delta: 0.79
Theta: -0.38
Omega: 4.00
Rho: 2.48
 

Quote data

Open: 2.160
High: 2.280
Low: 1.990
Previous Close: 2.310
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week
  -18.03%
1 Month
  -19.03%
3 Months
  -33.33%
YTD  
+80.18%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 2.440 1.990
1M High / 1M Low: 2.620 1.990
6M High / 6M Low: 3.260 1.630
High (YTD): 2024-06-05 3.260
Low (YTD): 2024-01-03 0.960
52W High: - -
52W Low: - -
Avg. price 1W:   2.148
Avg. volume 1W:   0.000
Avg. price 1M:   2.309
Avg. volume 1M:   0.000
Avg. price 6M:   2.467
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   145.04%
Volatility 6M:   92.12%
Volatility 1Y:   -
Volatility 3Y:   -