Soc. Generale Call 190 TRV 20.12.2024
/ DE000SU2YKE0
Soc. Generale Call 190 TRV 20.12..../ DE000SU2YKE0 /
| 09/09/2024 21:09:43 |
Chg.+0.640 |
Bid21:35:18 |
Ask- |
Underlying |
Strike price |
Expiration date |
Option type |
| 4.950EUR |
+14.85% |
4.890
Bid Size: 15,000 |
-
Ask Size: - |
The Travelers Compan... |
190.00 USD |
20/12/2024 |
Call |
Master data
| WKN: |
SU2YKE |
| Issuer: |
Société Générale |
| Currency: |
EUR |
| Underlying: |
The Travelers Companies Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
190.00 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: |
4.87 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
4.19 |
| Intrinsic value: |
4.01 |
| Implied volatility: |
0.33 |
| Historic volatility: |
0.18 |
| Parity: |
4.01 |
| Time value: |
0.33 |
| Break-even: |
214.78 |
| Moneyness: |
1.23 |
| Premium: |
0.02 |
| Premium p.a.: |
0.06 |
| Spread abs.: |
0.06 |
| Spread %: |
1.40% |
| Delta: |
0.91 |
| Theta: |
-0.04 |
| Omega: |
4.44 |
| Rho: |
0.42 |
Quote data
| Open: |
4.030 |
| High: |
4.990 |
| Low: |
4.030 |
| Previous Close: |
4.310 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
+46.88% |
| 1 Month |
|
|
+80.66% |
| 3 Months |
|
|
+64.45% |
| YTD |
|
|
+175.00% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
4.310 |
3.370 |
| 1M High / 1M Low: |
4.310 |
2.400 |
| 6M High / 6M Low: |
4.640 |
2.120 |
| High (YTD): |
08/04/2024 |
4.640 |
| Low (YTD): |
09/01/2024 |
2.020 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
3.918 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
3.212 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
3.178 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
87.65% |
| Volatility 6M: |
|
118.29% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
