Soc. Generale Call 240 TRV 20.09.2024
/ DE000SY08QG3
Soc. Generale Call 240 TRV 20.09..../ DE000SY08QG3 /
| 05/08/2024 09:48:51 |
Chg.-0.106 |
Bid15:49:48 |
Ask15:49:48 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.024EUR |
-81.54% |
0.089
Bid Size: 45,000 |
0.099
Ask Size: 45,000 |
The Travelers Compan... |
240.00 USD |
20/09/2024 |
Call |
Master data
| WKN: |
SY08QG |
| Issuer: |
Société Générale |
| Currency: |
EUR |
| Underlying: |
The Travelers Companies Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
240.00 USD |
| Maturity: |
20/09/2024 |
| Issue date: |
04/06/2024 |
| Last trading day: |
19/09/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
140.44 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.03 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.28 |
| Historic volatility: |
0.18 |
| Parity: |
-2.33 |
| Time value: |
0.14 |
| Break-even: |
221.36 |
| Moneyness: |
0.89 |
| Premium: |
0.13 |
| Premium p.a.: |
1.56 |
| Spread abs.: |
0.01 |
| Spread %: |
7.69% |
| Delta: |
0.15 |
| Theta: |
-0.05 |
| Omega: |
20.66 |
| Rho: |
0.03 |
Quote data
| Open: |
0.008 |
| High: |
0.024 |
| Low: |
0.008 |
| Previous Close: |
0.130 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
-76.00% |
| 1 Month |
|
|
-81.54% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.170 |
0.090 |
| 1M High / 1M Low: |
0.380 |
0.049 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.126 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.156 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
521.25% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
