Soc. Generale Call 220 TRV 20.09.2024
/ DE000SY08QE8
Soc. Generale Call 220 TRV 20.09..../ DE000SY08QE8 /
| 8/5/2024 8:22:07 AM |
Chg.0.000 |
Bid8:54:31 PM |
Ask8:54:31 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.330EUR |
0.00% |
0.390
Bid Size: 45,000 |
0.400
Ask Size: 45,000 |
The Travelers Compan... |
220.00 USD |
9/20/2024 |
Call |
Master data
| WKN: |
SY08QE |
| Issuer: |
Société Générale |
| Currency: |
EUR |
| Underlying: |
The Travelers Companies Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
220.00 USD |
| Maturity: |
9/20/2024 |
| Issue date: |
6/4/2024 |
| Last trading day: |
9/19/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
35.11 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.34 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.27 |
| Historic volatility: |
0.18 |
| Parity: |
-0.50 |
| Time value: |
0.56 |
| Break-even: |
207.23 |
| Moneyness: |
0.98 |
| Premium: |
0.05 |
| Premium p.a.: |
0.52 |
| Spread abs.: |
0.01 |
| Spread %: |
1.82% |
| Delta: |
0.43 |
| Theta: |
-0.09 |
| Omega: |
15.16 |
| Rho: |
0.10 |
Quote data
| Open: |
0.330 |
| High: |
0.330 |
| Low: |
0.330 |
| Previous Close: |
0.330 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-17.50% |
| 1 Month |
|
|
-2.94% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.730 |
0.330 |
| 1M High / 1M Low: |
0.910 |
0.170 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.456 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.429 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
552.17% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
