Soc. Generale Call 240 TRV 18.06.2026
/ DE000SJ7AEL2
Soc. Generale Call 240 TRV 18.06..../ DE000SJ7AEL2 /
| 2024-12-20 9:43:58 PM |
Chg.+0.080 |
Bid9:59:30 PM |
Ask9:59:30 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 3.960EUR |
+2.06% |
3.920
Bid Size: 1,000 |
3.960
Ask Size: 1,000 |
The Travelers Compan... |
240.00 USD |
2026-06-18 |
Call |
Master data
| WKN: |
SJ7AEL |
| Issuer: |
Société Générale |
| Currency: |
EUR |
| Underlying: |
The Travelers Companies Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
240.00 USD |
| Maturity: |
2026-06-18 |
| Issue date: |
2024-12-13 |
| Last trading day: |
2026-06-17 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
5.83 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
2.96 |
| Intrinsic value: |
0.07 |
| Implied volatility: |
0.31 |
| Historic volatility: |
0.22 |
| Parity: |
0.07 |
| Time value: |
3.89 |
| Break-even: |
269.73 |
| Moneyness: |
1.00 |
| Premium: |
0.17 |
| Premium p.a.: |
0.11 |
| Spread abs.: |
0.04 |
| Spread %: |
1.02% |
| Delta: |
0.62 |
| Theta: |
-0.04 |
| Omega: |
3.62 |
| Rho: |
1.55 |
Quote data
| Open: |
3.650 |
| High: |
4.010 |
| Low: |
3.540 |
| Previous Close: |
3.880 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
-6.82% |
| 1 Month |
|
|
- |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
4.240 |
3.680 |
| 1M High / 1M Low: |
- |
- |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
3.960 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
- |
| Avg. volume 1M: |
|
- |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
- |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
