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Soc. Generale Call 1200 TDG 20.12.../  DE000SU2YKA8  /

Frankfurt Zert./SG
2024-07-05  9:43:29 PM Chg.+0.020 Bid9:58:01 PM Ask9:58:01 PM Underlying Strike price Expiration date Option type
1.480EUR +1.37% 1.490
Bid Size: 4,000		 1.550
Ask Size: 4,000		 Transdigm Group Inco... 1,200.00 USD 2024-12-20 Call
 

Master data

WKN: SU2YKA
Issuer: Société Générale
Currency: EUR
Underlying: Transdigm Group Incorporated
Type: Warrant
Option type: Call
Strike price: 1,200.00 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: 7.42
Leverage: Yes

Calculated values

Fair value: 1.19
Intrinsic value: 0.77
Implied volatility: 0.34
Historic volatility: 0.19
Parity: 0.77
Time value: 0.83
Break-even: 1,270.04
Moneyness: 1.07
Premium: 0.07
Premium p.a.: 0.16
Spread abs.: 0.06
Spread %: 3.90%
Delta: 0.68
Theta: -0.36
Omega: 5.07
Rho: 3.00
 

Quote data

Open: 1.480
High: 1.520
Low: 1.430
Previous Close: 1.460
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week
  -3.27%
1 Month
  -31.80%
3 Months
  -4.52%
YTD  
+159.65%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 1.530 1.380
1M High / 1M Low: 2.170 1.380
6M High / 6M Low: 2.170 0.490
High (YTD): 2024-06-05 2.170
Low (YTD): 2024-01-03 0.470
52W High: - -
52W Low: - -
Avg. price 1W:   1.470
Avg. volume 1W:   0.000
Avg. price 1M:   1.777
Avg. volume 1M:   22.727
Avg. price 6M:   1.406
Avg. volume 6M:   3.937
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   113.28%
Volatility 6M:   101.98%
Volatility 1Y:   -
Volatility 3Y:   -