OverviewChartNewsTraderScreen

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

Frankfurt Zert./SG
7/12/2024  9:48:51 PM Chg.-0.110 Bid9:58:00 PM Ask9:58:00 PM Underlying Strike price Expiration date Option type
1.560EUR -6.59% 1.560
Bid Size: 4,000		 1.620
Ask Size: 4,000		 Transdigm Group Inco... 1,150.00 USD 12/20/2024 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: 12/20/2024
Issue date: 11/29/2023
Last trading day: 12/19/2024
Ratio: 100:1
Exercise type: American
Quanto: No
Gearing: 6.67
Leverage: Yes

Calculated values

Fair value: 1.30
Intrinsic value: 0.97
Implied volatility: 0.37
Historic volatility: 0.19
Parity: 0.97
Time value: 0.76
Break-even: 1,230.57
Moneyness: 1.09
Premium: 0.07
Premium p.a.: 0.16
Spread abs.: 0.06
Spread %: 3.59%
Delta: 0.71
Theta: -0.36
Omega: 4.72
Rho: 2.84
 

Quote data

Open: 1.590
High: 1.640
Low: 1.560
Previous Close: 1.670
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week
  -12.85%
1 Month
  -30.04%
3 Months
  -11.36%
YTD  
+113.70%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 1.790 1.670
1M High / 1M Low: 2.340 1.670
6M High / 6M Low: 2.520 0.780
High (YTD): 6/5/2024 2.520
Low (YTD): 1/3/2024 0.610
52W High: - -
52W Low: - -
Avg. price 1W:   1.754
Avg. volume 1W:   0.000
Avg. price 1M:   2.001
Avg. volume 1M:   0.000
Avg. price 6M:   1.722
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   80.58%
Volatility 6M:   91.70%
Volatility 1Y:   -
Volatility 3Y:   -