OverviewChartNewsTraderScreen

Soc. Generale Call 170 TRV 20.12..../  DE000SU2YKC4  /

Frankfurt Zert./SG
02/08/2024  21:40:35 Chg.+0.110 Bid21:59:54 Ask21:59:54 Underlying Strike price Expiration date Option type
4.400EUR +2.56% 4.460
Bid Size: 1,000		 4.510
Ask Size: 1,000		 The Travelers Compan... 170.00 USD 20/12/2024 Call
 

Master data

WKN: SU2YKC
Issuer: Société Générale
Currency: EUR
Underlying: The Travelers Companies Inc
Type: Warrant
Option type: Call
Strike price: 170.00 USD
Maturity: 20/12/2024
Issue date: 29/11/2023
Last trading day: 19/12/2024
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 4.54
Leverage: Yes

Calculated values

Fair value: 4.13
Intrinsic value: 3.90
Implied volatility: 0.33
Historic volatility: 0.19
Parity: 3.90
Time value: 0.43
Break-even: 200.91
Moneyness: 1.25
Premium: 0.02
Premium p.a.: 0.06
Spread abs.: 0.04
Spread %: 0.93%
Delta: 0.90
Theta: -0.04
Omega: 4.07
Rho: 0.51
 

Quote data

Open: 3.950
High: 4.460
Low: 3.930
Previous Close: 4.290
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week
  -0.23%
1 Month  
+18.28%
3 Months
  -7.17%
YTD  
+50.68%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 5.030 4.290
1M High / 1M Low: 5.070 3.520
6M High / 6M Low: 6.150 3.520
High (YTD): 08/04/2024 6.150
Low (YTD): 02/01/2024 3.220
52W High: - -
52W Low: - -
Avg. price 1W:   4.584
Avg. volume 1W:   0.000
Avg. price 1M:   4.139
Avg. volume 1M:   0.000
Avg. price 6M:   4.771
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   131.34%
Volatility 6M:   87.82%
Volatility 1Y:   -
Volatility 3Y:   -