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Soc. Generale Call 270 CAT 20.12..../  DE000SH8BDJ6  /

EUWAX
6/28/2024  9:53:14 AM Chg.+0.10 Bid8:20:17 PM Ask8:20:17 PM Underlying Strike price Expiration date Option type
6.25EUR +1.63% 6.62
Bid Size: 30,000		 6.65
Ask Size: 30,000		 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: 4.84
Leverage: Yes

Calculated values

Fair value: 6.01
Intrinsic value: 5.37
Implied volatility: 0.31
Historic volatility: 0.23
Parity: 5.37
Time value: 0.95
Break-even: 315.35
Moneyness: 1.21
Premium: 0.03
Premium p.a.: 0.07
Spread abs.: 0.02
Spread %: 0.32%
Delta: 0.86
Theta: -0.06
Omega: 4.16
Rho: 0.96
 

Quote data

Open: 6.25
High: 6.25
Low: 6.25
Previous Close: 6.15
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -1.26%
1 Month
  -22.26%
3 Months
  -34.83%
YTD  
+28.60%
1 Year  
+154.07%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 6.53 6.07
1M High / 1M Low: 8.04 5.84
6M High / 6M Low: 10.77 3.58
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:   6.28
Avg. volume 1W:   0.00
Avg. price 1M:   6.51
Avg. volume 1M:   0.00
Avg. price 6M:   7.14
Avg. volume 6M:   0.00
Avg. price 1Y:   5.32
Avg. volume 1Y:   0.00
Volatility 1M:   58.99%
Volatility 6M:   79.07%
Volatility 1Y:   106.79%
Volatility 3Y:   -