Soc. Generale Call 1500 TDG 20.12.2024
/ DE000SW8A2V4
Soc. Generale Call 1500 TDG 20.12.../ DE000SW8A2V4 /
| 7/29/2024 5:41:35 PM |
Chg.-0.010 |
Bid6:06:29 PM |
Ask6:06:29 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.240EUR |
-4.00% |
0.250
Bid Size: 70,000 |
0.270
Ask Size: 70,000 |
Transdigm Group Inco... |
1,500.00 USD |
12/20/2024 |
Call |
Master data
| WKN: |
SW8A2V |
| Issuer: |
Société Générale |
| Currency: |
EUR |
| Underlying: |
Transdigm Group Incorporated |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
1,500.00 USD |
| Maturity: |
12/20/2024 |
| Issue date: |
3/27/2024 |
| Last trading day: |
12/19/2024 |
| Ratio: |
100:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
43.76 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.05 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.32 |
| Historic volatility: |
0.20 |
| Parity: |
-2.44 |
| Time value: |
0.26 |
| Break-even: |
1,408.13 |
| Moneyness: |
0.82 |
| Premium: |
0.24 |
| Premium p.a.: |
0.72 |
| Spread abs.: |
0.02 |
| Spread %: |
8.33% |
| Delta: |
0.22 |
| Theta: |
-0.26 |
| Omega: |
9.47 |
| Rho: |
0.87 |
Quote data
| Open: |
0.220 |
| High: |
0.250 |
| Low: |
0.220 |
| Previous Close: |
0.250 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
-11.11% |
| 1 Month |
|
|
-29.41% |
| 3 Months |
|
|
-45.45% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.350 |
0.250 |
| 1M High / 1M Low: |
0.350 |
0.230 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.276 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.282 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
244.29% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
