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Soc. Generale Call 180 TRV 20.12..../  DE000SU2YKD2  /

Frankfurt Zert./SG
2024-07-09  12:06:59 PM Chg.-0.180 Bid12:49:40 PM Ask12:49:40 PM Underlying Strike price Expiration date Option type
2.750EUR -6.14% 2.790
Bid Size: 1,100		 3.130
Ask Size: 1,100		 The Travelers Compan... 180.00 USD 2024-12-20 Call
 

Master data

WKN: SU2YKD
Issuer: Société Générale
Currency: EUR
Underlying: The Travelers Companies Inc
Type: Warrant
Option type: Call
Strike price: 180.00 USD
Maturity: 2024-12-20
Issue date: 2023-11-29
Last trading day: 2024-12-19
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 6.31
Leverage: Yes

Calculated values

Fair value: 2.60
Intrinsic value: 2.24
Implied volatility: 0.30
Historic volatility: 0.17
Parity: 2.24
Time value: 0.75
Break-even: 196.09
Moneyness: 1.13
Premium: 0.04
Premium p.a.: 0.09
Spread abs.: 0.03
Spread %: 1.01%
Delta: 0.79
Theta: -0.04
Omega: 5.00
Rho: 0.54
 

Quote data

Open: 2.760
High: 2.790
Low: 2.720
Previous Close: 2.930
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week
  -7.09%
1 Month
  -25.47%
3 Months
  -42.47%
YTD  
+18.03%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 2.960 2.780
1M High / 1M Low: 3.770 2.780
6M High / 6M Low: 5.370 2.610
High (YTD): 2024-04-08 5.370
Low (YTD): 2024-01-02 2.600
52W High: - -
52W Low: - -
Avg. price 1W:   2.850
Avg. volume 1W:   0.000
Avg. price 1M:   3.227
Avg. volume 1M:   0.000
Avg. price 6M:   4.010
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   96.58%
Volatility 6M:   89.93%
Volatility 1Y:   -
Volatility 3Y:   -