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Soc. Generale Call 1150 TDG 20.12.../  DE000SU2YJ95  /

Frankfurt Zert./SG
2024-06-27  11:01:48 AM Chg.-0.050 Bid11:12:10 AM Ask11:12:10 AM Underlying Strike price Expiration date Option type
1.970EUR -2.48% 1.980
Bid Size: 2,000		 2.190
Ask Size: 2,000		 Transdigm Group Inco... 1,150.00 USD 2024-12-20 Call
 

Master data

WKN: SU2YJ9
Issuer: Société Générale
Currency: EUR
Underlying: Transdigm Group Incorporated
Type: Warrant
Option type: Call
Strike price: 1,150.00 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: 5.80
Leverage: Yes

Calculated values

Fair value: 1.71
Intrinsic value: 1.41
Implied volatility: 0.36
Historic volatility: 0.19
Parity: 1.41
Time value: 0.69
Break-even: 1,286.79
Moneyness: 1.13
Premium: 0.06
Premium p.a.: 0.12
Spread abs.: 0.05
Spread %: 2.44%
Delta: 0.76
Theta: -0.34
Omega: 4.38
Rho: 3.42
 

Quote data

Open: 1.950
High: 1.970
Low: 1.950
Previous Close: 2.020
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week
  -15.45%
1 Month
  -15.45%
3 Months  
+11.93%
YTD  
+169.86%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 2.330 2.020
1M High / 1M Low: 2.520 1.980
6M High / 6M Low: 2.520 0.610
High (YTD): 2024-06-05 2.520
Low (YTD): 2024-01-03 0.610
52W High: - -
52W Low: - -
Avg. price 1W:   2.204
Avg. volume 1W:   0.000
Avg. price 1M:   2.234
Avg. volume 1M:   0.000
Avg. price 6M:   1.627
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   99.32%
Volatility 6M:   91.48%
Volatility 1Y:   -
Volatility 3Y:   -