Soc. Generale Call 1050 TDG 20.12.2024
/ DE000SU2YJ79
Soc. Generale Call 1050 TDG 20.12.../ DE000SU2YJ79 /
| 13/09/2024 08:29:22 |
Chg.+0.14 |
Bid09:00:49 |
Ask09:00:49 |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.68EUR |
+5.51% |
2.69
Bid Size: 2,000 |
-
Ask Size: - |
Transdigm Group Inco... |
1,050.00 USD |
20/12/2024 |
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: |
20/12/2024 |
| Issue date: |
29/11/2023 |
| Last trading day: |
19/12/2024 |
| Ratio: |
100:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
4.22 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
2.62 |
| Intrinsic value: |
2.53 |
| Implied volatility: |
0.49 |
| Historic volatility: |
0.20 |
| Parity: |
2.53 |
| Time value: |
0.33 |
| Break-even: |
1,239.65 |
| Moneyness: |
1.26 |
| Premium: |
0.03 |
| Premium p.a.: |
0.11 |
| Spread abs.: |
0.18 |
| Spread %: |
6.72% |
| Delta: |
0.86 |
| Theta: |
-0.42 |
| Omega: |
3.63 |
| Rho: |
2.04 |
Quote data
| Open: |
2.68 |
| High: |
2.68 |
| Low: |
2.68 |
| Previous Close: |
2.54 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+5.93% |
| 1 Month |
|
|
+34.67% |
| 3 Months |
|
|
-4.29% |
| YTD |
|
|
+139.29% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.54 |
2.36 |
| 1M High / 1M Low: |
2.84 |
1.99 |
| 6M High / 6M Low: |
3.19 |
1.82 |
| High (YTD): |
28/05/2024 |
3.19 |
| Low (YTD): |
03/01/2024 |
0.96 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
2.44 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
2.44 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
2.47 |
| Avg. volume 6M: |
|
2.48 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
83.60% |
| Volatility 6M: |
|
91.20% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
