Soc. Generale Call 260 TRV 20.12.2024
/ DE000SW7ET23
Soc. Generale Call 260 TRV 20.12..../ DE000SW7ET23 /
| 11/15/2024 9:45:35 PM |
Chg.+0.190 |
Bid9:59:20 PM |
Ask9:59:20 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.820EUR |
+30.16% |
0.840
Bid Size: 3,600 |
0.860
Ask Size: 3,600 |
The Travelers Compan... |
260.00 USD |
12/20/2024 |
Call |
Master data
| WKN: |
SW7ET2 |
| Issuer: |
Société Générale |
| Currency: |
EUR |
| Underlying: |
The Travelers Companies Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
260.00 USD |
| Maturity: |
12/20/2024 |
| Issue date: |
3/7/2024 |
| Last trading day: |
12/19/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
28.81 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.72 |
| Intrinsic value: |
0.08 |
| Implied volatility: |
0.26 |
| Historic volatility: |
0.21 |
| Parity: |
0.08 |
| Time value: |
0.78 |
| Break-even: |
255.57 |
| Moneyness: |
1.00 |
| Premium: |
0.03 |
| Premium p.a.: |
0.40 |
| Spread abs.: |
0.02 |
| Spread %: |
2.38% |
| Delta: |
0.55 |
| Theta: |
-0.13 |
| Omega: |
15.73 |
| Rho: |
0.12 |
Quote data
| Open: |
0.440 |
| High: |
0.820 |
| Low: |
0.440 |
| Previous Close: |
0.630 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
+32.26% |
| 1 Month |
|
|
-39.26% |
| 3 Months |
|
|
+485.71% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.820 |
0.630 |
| 1M High / 1M Low: |
1.350 |
0.290 |
| 6M High / 6M Low: |
1.350 |
0.120 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.714 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.666 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.348 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
322.84% |
| Volatility 6M: |
|
348.89% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
