Soc. Generale Call 270 CAT 20.12.2024
/ DE000SH8BDJ6
Soc. Generale Call 270 CAT 20.12..../ DE000SH8BDJ6 /
| 7/31/2024 9:52:02 AM |
Chg.- |
Bid9:20:53 AM |
Ask9:20:53 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 7.48EUR |
- |
7.66
Bid Size: 1,000 |
-
Ask Size: - |
Caterpillar Inc |
270.00 USD |
12/20/2024 |
Call |
Master data
| WKN: |
SH8BDJ |
| Issuer: |
Société Générale |
| Currency: |
EUR |
| Underlying: |
Caterpillar Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
270.00 USD |
| Maturity: |
12/20/2024 |
| Issue date: |
4/1/2022 |
| Last trading day: |
12/19/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
4.29 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
7.06 |
| Intrinsic value: |
6.63 |
| Implied volatility: |
0.35 |
| Historic volatility: |
0.24 |
| Parity: |
6.63 |
| Time value: |
0.73 |
| Break-even: |
323.24 |
| Moneyness: |
1.27 |
| Premium: |
0.02 |
| Premium p.a.: |
0.06 |
| Spread abs.: |
0.03 |
| Spread %: |
0.41% |
| Delta: |
0.89 |
| Theta: |
-0.06 |
| Omega: |
3.84 |
| Rho: |
0.81 |
Quote data
| Open: |
7.48 |
| High: |
7.48 |
| Low: |
7.48 |
| Previous Close: |
7.62 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+11.31% |
| 1 Month |
|
|
+12.65% |
| 3 Months |
|
|
-10.85% |
| YTD |
|
|
+53.91% |
| 1 Year |
|
|
+48.71% |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
8.09 |
6.72 |
| 1M High / 1M Low: |
8.68 |
5.79 |
| 6M High / 6M Low: |
10.77 |
5.34 |
| High (YTD): |
4/8/2024 |
10.77 |
| Low (YTD): |
1/18/2024 |
3.58 |
| 52W High: |
4/8/2024 |
10.77 |
| 52W Low: |
10/31/2023 |
1.67 |
| Avg. price 1W: |
|
7.53 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
7.04 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
7.63 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
5.69 |
| Avg. volume 1Y: |
|
0.00 |
| Volatility 1M: |
|
111.29% |
| Volatility 6M: |
|
82.78% |
| Volatility 1Y: |
|
101.38% |
| Volatility 3Y: |
|
- |
