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Soc. Generale Call 1100 TDG 20.12.../  DE000SU2YJ87  /

Frankfurt Zert./SG
08/08/2024  09:52:31 Chg.-0.220 Bid10:27:46 Ask10:27:46 Underlying Strike price Expiration date Option type
1.460EUR -13.10% 1.490
Bid Size: 3,000		 1.680
Ask Size: 3,000		 Transdigm Group Inco... 1,100.00 USD 20/12/2024 Call
 

Master data

WKN: SU2YJ8
Issuer: Société Générale
Currency: EUR
Underlying: Transdigm Group Incorporated
Type: Warrant
Option type: Call
Strike price: 1,100.00 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: 6.67
Leverage: Yes

Calculated values

Fair value: 1.21
Intrinsic value: 0.93
Implied volatility: 0.41
Historic volatility: 0.20
Parity: 0.93
Time value: 0.72
Break-even: 1,171.63
Moneyness: 1.09
Premium: 0.07
Premium p.a.: 0.19
Spread abs.: 0.07
Spread %: 4.43%
Delta: 0.70
Theta: -0.41
Omega: 4.69
Rho: 2.24
 

Quote data

Open: 1.490
High: 1.490
Low: 1.460
Previous Close: 1.680
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week
  -30.14%
1 Month
  -30.14%
3 Months
  -44.91%
YTD  
+67.82%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 2.090 1.680
1M High / 1M Low: 2.260 1.680
6M High / 6M Low: 2.890 1.330
High (YTD): 05/06/2024 2.890
Low (YTD): 03/01/2024 0.750
52W High: - -
52W Low: - -
Avg. price 1W:   1.824
Avg. volume 1W:   0.000
Avg. price 1M:   1.960
Avg. volume 1M:   0.000
Avg. price 6M:   2.115
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   152.59%
Volatility 6M:   101.01%
Volatility 1Y:   -
Volatility 3Y:   -