Soc. Generale Call 1050 TDG 20.12.2024
/ DE000SU2YJ79
Soc. Generale Call 1050 TDG 20.12.../ DE000SU2YJ79 /
| 2024-08-08 8:25:24 AM |
Chg.-0.33 |
Bid9:20:26 AM |
Ask9:20:26 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.82EUR |
-15.35% |
1.80
Bid Size: 3,000 |
2.06
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: |
1.82 |
| High: |
1.82 |
| Low: |
1.82 |
| Previous Close: |
2.15 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-26.91% |
| 1 Month |
|
|
-23.85% |
| 3 Months |
|
|
-36.36% |
| YTD |
|
|
+62.50% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.49 |
1.89 |
| 1M High / 1M Low: |
2.49 |
1.89 |
| 6M High / 6M Low: |
3.19 |
1.59 |
| High (YTD): |
2024-05-28 |
3.19 |
| Low (YTD): |
2024-01-03 |
0.96 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
2.17 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
2.23 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
2.38 |
| Avg. volume 6M: |
|
2.52 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
122.34% |
| Volatility 6M: |
|
87.55% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
