Soc. Generale Call 220 CAT 20.09.2024
/ DE000SV66A20
Soc. Generale Call 220 CAT 20.09..../ DE000SV66A20 /
9/6/2024 9:51:52 PM |
Chg.-0.430 |
Bid9:59:05 PM |
Ask- |
Underlying |
Strike price |
Expiration date |
Option type |
9.830EUR |
-4.19% |
9.890 Bid Size: 1,000 |
- Ask Size: - |
Caterpillar Inc |
220.00 USD |
9/20/2024 |
Call |
Master data
WKN: |
SV66A2 |
Issuer: |
Société Générale |
Currency: |
EUR |
Underlying: |
Caterpillar Inc |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
220.00 USD |
Maturity: |
9/20/2024 |
Issue date: |
6/7/2023 |
Last trading day: |
9/19/2024 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
3.04 |
Leverage: |
Yes |
Calculated values
Fair value: |
9.89 |
Intrinsic value: |
9.87 |
Implied volatility: |
- |
Historic volatility: |
0.23 |
Parity: |
9.87 |
Time value: |
-0.09 |
Break-even: |
296.26 |
Moneyness: |
1.50 |
Premium: |
0.00 |
Premium p.a.: |
-0.08 |
Spread abs.: |
0.00 |
Spread %: |
0.00% |
Delta: |
- |
Theta: |
- |
Omega: |
- |
Rho: |
- |
Quote data
Open: |
9.910 |
High: |
10.700 |
Low: |
9.820 |
Previous Close: |
10.260 |
Turnover: |
0.000 |
Market phase: |
CL |
All quotes in EUR
Performance
1 Week |
|
|
-19.16% |
1 Month |
|
|
-8.47% |
3 Months |
|
|
-5.02% |
YTD |
|
|
+27.00% |
1 Year |
|
|
+31.95% |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
11.910 |
9.830 |
1M High / 1M Low: |
12.160 |
9.830 |
6M High / 6M Low: |
15.040 |
8.980 |
High (YTD): |
4/5/2024 |
15.040 |
Low (YTD): |
1/17/2024 |
6.330 |
52W High: |
4/5/2024 |
15.040 |
52W Low: |
10/31/2023 |
3.200 |
Avg. price 1W: |
|
10.684 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
11.107 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
11.628 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
9.260 |
Avg. volume 1Y: |
|
0.000 |
Volatility 1M: |
|
54.52% |
Volatility 6M: |
|
66.92% |
Volatility 1Y: |
|
78.44% |
Volatility 3Y: |
|
- |