Soc. Generale Call 230 TRV 20.12.2024
/ DE000SU6EZ87
Soc. Generale Call 230 TRV 20.12..../ DE000SU6EZ87 /
| 2024-07-11 9:06:19 AM |
Chg.+0.110 |
Bid10:00:31 PM |
Ask10:00:31 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.570EUR |
+23.91% |
-
Bid Size: - |
-
Ask Size: - |
The Travelers Compan... |
230.00 USD |
2024-12-20 |
Call |
Master data
| WKN: |
SU6EZ8 |
| Issuer: |
Société Générale |
| Currency: |
EUR |
| Underlying: |
The Travelers Companies Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
230.00 USD |
| Maturity: |
2024-12-20 |
| Issue date: |
2023-12-29 |
| Last trading day: |
2024-12-19 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
28.55 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.27 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.26 |
| Historic volatility: |
0.17 |
| Parity: |
-2.11 |
| Time value: |
0.67 |
| Break-even: |
219.01 |
| Moneyness: |
0.90 |
| Premium: |
0.15 |
| Premium p.a.: |
0.36 |
| Spread abs.: |
0.02 |
| Spread %: |
3.08% |
| Delta: |
0.34 |
| Theta: |
-0.04 |
| Omega: |
9.58 |
| Rho: |
0.25 |
Quote data
| Open: |
0.570 |
| High: |
0.570 |
| Low: |
0.570 |
| Previous Close: |
0.460 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+14.00% |
| 1 Month |
|
|
-29.63% |
| 3 Months |
|
|
-61.75% |
| YTD |
|
|
+18.75% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.510 |
0.410 |
| 1M High / 1M Low: |
0.810 |
0.410 |
| 6M High / 6M Low: |
1.870 |
0.410 |
| High (YTD): |
2024-04-08 |
1.870 |
| Low (YTD): |
2024-07-08 |
0.410 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.472 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.582 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
1.066 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
182.91% |
| Volatility 6M: |
|
181.74% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
