Soc. Generale Call 1400 TDG 20.09.../  DE000SY08P88  /

Frankfurt Zert./SG
7/4/2024  9:41:36 PM Chg.0.000 Bid7/4/2024 Ask7/4/2024 Underlying Strike price Expiration date Option type
0.250EUR 0.00% 0.250
Bid Size: 10,000
0.350
Ask Size: 10,000
Transdigm Group Inco... 1,400.00 USD 9/20/2024 Call
 

Master data

WKN: SY08P8
Issuer: Société Générale
Currency: EUR
Underlying: Transdigm Group Incorporated
Type: Warrant
Option type: Call
Strike price: 1,400.00 USD
Maturity: 9/20/2024
Issue date: 6/4/2024
Last trading day: 9/19/2024
Ratio: 100:1
Exercise type: American
Quanto: No
Gearing: 37.17
Leverage: Yes

Calculated values

Fair value: 0.11
Intrinsic value: 0.00
Implied volatility: 0.31
Historic volatility: 0.19
Parity: -1.08
Time value: 0.32
Break-even: 1,329.37
Moneyness: 0.92
Premium: 0.12
Premium p.a.: 0.68
Spread abs.: 0.03
Spread %: 10.34%
Delta: 0.31
Theta: -0.42
Omega: 11.69
Rho: 0.73
 

Quote data

Open: 0.250
High: 0.260
Low: 0.240
Previous Close: 0.250
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week
  -19.35%
1 Month
  -62.69%
3 Months     -
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.310 0.240
1M High / 1M Low: 0.670 0.240
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.264
Avg. volume 1W:   0.000
Avg. price 1M:   0.433
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   224.21%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -