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

Frankfurt Zert./SG
8/8/2024  9:58:34 AM Chg.-0.220 Bid10:15:06 AM Ask10:15:06 AM Underlying Strike price Expiration date Option type
1.780EUR -11.00% 1.810
Bid Size: 3,000		 2.010
Ask Size: 3,000		 Transdigm Group Inco... 1,050.00 USD 12/20/2024 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: 12/20/2024
Issue date: 11/29/2023
Last trading day: 12/19/2024
Ratio: 100:1
Exercise type: American
Quanto: No
Gearing: 5.58
Leverage: Yes

Calculated values

Fair value: 1.58
Intrinsic value: 1.39
Implied volatility: 0.42
Historic volatility: 0.20
Parity: 1.39
Time value: 0.58
Break-even: 1,157.88
Moneyness: 1.14
Premium: 0.05
Premium p.a.: 0.15
Spread abs.: 0.07
Spread %: 3.68%
Delta: 0.76
Theta: -0.39
Omega: 4.25
Rho: 2.35
 

Quote data

Open: 1.800
High: 1.800
Low: 1.780
Previous Close: 2.000
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week
  -27.05%
1 Month
  -27.94%
3 Months
  -40.67%
YTD  
+60.36%
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): 6/5/2024 3.260
Low (YTD): 1/3/2024 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:   -