Soc. Generale Call 220 TRV 20.09.2024
/ DE000SY08QE8
Soc. Generale Call 220 TRV 20.09..../ DE000SY08QE8 /
| 7/10/2024 8:36:34 AM |
Chg.-0.010 |
Bid8:58:18 PM |
Ask8:58:18 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.320EUR |
-3.03% |
0.460
Bid Size: 50,000 |
0.470
Ask Size: 50,000 |
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: |
45.82 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.13 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.28 |
| Historic volatility: |
0.17 |
| Parity: |
-1.56 |
| Time value: |
0.41 |
| Break-even: |
207.53 |
| Moneyness: |
0.92 |
| Premium: |
0.10 |
| Premium p.a.: |
0.66 |
| Spread abs.: |
0.01 |
| Spread %: |
2.50% |
| Delta: |
0.30 |
| Theta: |
-0.06 |
| Omega: |
13.68 |
| Rho: |
0.10 |
Quote data
| Open: |
0.320 |
| High: |
0.320 |
| Low: |
0.320 |
| Previous Close: |
0.330 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-5.88% |
| 1 Month |
|
|
-51.52% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.340 |
0.280 |
| 1M High / 1M Low: |
0.720 |
0.280 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.324 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.472 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
215.40% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
