Soc. Generale Call 850 TDG 20.12.2024
/ DE000SU2YJ38
Soc. Generale Call 850 TDG 20.12..../ DE000SU2YJ38 /
8/8/2024 8:25:24 AM |
Chg.-0.42 |
Bid11:17:08 AM |
Ask11:17:08 AM |
Underlying |
Strike price |
Expiration date |
Option type |
3.12EUR |
-11.86% |
3.19 Bid Size: 2,000 |
- Ask Size: - |
Transdigm Group Inco... |
850.00 USD |
12/20/2024 |
Call |
Master data
WKN: |
SU2YJ3 |
Issuer: |
Société Générale |
Currency: |
EUR |
Underlying: |
Transdigm Group Incorporated |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
850.00 USD |
Maturity: |
12/20/2024 |
Issue date: |
11/29/2023 |
Last trading day: |
12/19/2024 |
Ratio: |
100:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
3.27 |
Leverage: |
Yes |
Calculated values
Fair value: |
3.32 |
Intrinsic value: |
3.22 |
Implied volatility: |
0.35 |
Historic volatility: |
0.20 |
Parity: |
3.22 |
Time value: |
0.14 |
Break-even: |
1,113.85 |
Moneyness: |
1.41 |
Premium: |
0.01 |
Premium p.a.: |
0.03 |
Spread abs.: |
0.00 |
Spread %: |
0.00% |
Delta: |
0.96 |
Theta: |
-0.14 |
Omega: |
3.15 |
Rho: |
2.66 |
Quote data
Open: |
3.12 |
High: |
3.12 |
Low: |
3.12 |
Previous Close: |
3.54 |
Turnover: |
- |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
-22.00% |
1 Month |
|
|
-18.96% |
3 Months |
|
|
-28.77% |
YTD |
|
|
+38.67% |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
4.00 |
2.92 |
1M High / 1M Low: |
4.00 |
2.92 |
6M High / 6M Low: |
4.68 |
2.88 |
High (YTD): |
6/6/2024 |
4.68 |
Low (YTD): |
1/3/2024 |
2.04 |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
3.51 |
Avg. volume 1W: |
|
0.00 |
Avg. price 1M: |
|
3.64 |
Avg. volume 1M: |
|
0.00 |
Avg. price 6M: |
|
3.80 |
Avg. volume 6M: |
|
0.00 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
121.51% |
Volatility 6M: |
|
70.88% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |