Soc. Generale Call 1100 TDG 20.12.2024
/ DE000SU2YJ87
Soc. Generale Call 1100 TDG 20.12.../ DE000SU2YJ87 /
9/4/2024 8:26:11 AM |
Chg.-0.21 |
Bid4:48:50 PM |
Ask4:48:50 PM |
Underlying |
Strike price |
Expiration date |
Option type |
2.21EUR |
-8.68% |
2.43 Bid Size: 25,000 |
2.60 Ask Size: 25,000 |
Transdigm Group Inco... |
1,100.00 USD |
12/20/2024 |
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: |
12/20/2024 |
Issue date: |
11/29/2023 |
Last trading day: |
12/19/2024 |
Ratio: |
100:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
4.79 |
Leverage: |
Yes |
Calculated values
Fair value: |
2.22 |
Intrinsic value: |
2.10 |
Implied volatility: |
0.46 |
Historic volatility: |
0.20 |
Parity: |
2.10 |
Time value: |
0.42 |
Break-even: |
1,247.61 |
Moneyness: |
1.21 |
Premium: |
0.03 |
Premium p.a.: |
0.12 |
Spread abs.: |
0.17 |
Spread %: |
7.23% |
Delta: |
0.83 |
Theta: |
-0.43 |
Omega: |
3.96 |
Rho: |
2.19 |
Quote data
Open: |
2.21 |
High: |
2.21 |
Low: |
2.21 |
Previous Close: |
2.42 |
Turnover: |
- |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
-0.45% |
1 Month |
|
|
+13.33% |
3 Months |
|
|
-14.67% |
YTD |
|
|
+151.14% |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
2.49 |
2.22 |
1M High / 1M Low: |
2.49 |
1.50 |
6M High / 6M Low: |
2.77 |
1.50 |
High (YTD): |
6/6/2024 |
2.77 |
Low (YTD): |
1/3/2024 |
0.74 |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
2.37 |
Avg. volume 1W: |
|
0.00 |
Avg. price 1M: |
|
1.98 |
Avg. volume 1M: |
|
0.00 |
Avg. price 6M: |
|
2.10 |
Avg. volume 6M: |
|
0.00 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
111.97% |
Volatility 6M: |
|
101.56% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |