Soc. Generale Call 850 TDG 20.12.2024
/ DE000SU2YJ38
Soc. Generale Call 850 TDG 20.12..../ DE000SU2YJ38 /
| 2024-07-11 9:44:08 PM |
Chg.-0.130 |
Bid9:58:02 PM |
Ask- |
Underlying |
Strike price |
Expiration date |
Option type |
| 3.930EUR |
-3.20% |
3.940
Bid Size: 3,000 |
-
Ask Size: - |
Transdigm Group Inco... |
850.00 USD |
2024-12-20 |
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: |
2024-12-20 |
| Issue date: |
2023-11-29 |
| Last trading day: |
2024-12-19 |
| Ratio: |
100:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
2.88 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
4.03 |
| Intrinsic value: |
3.90 |
| Implied volatility: |
0.39 |
| Historic volatility: |
0.19 |
| Parity: |
3.90 |
| Time value: |
0.18 |
| Break-even: |
1,192.62 |
| Moneyness: |
1.50 |
| Premium: |
0.02 |
| Premium p.a.: |
0.03 |
| Spread abs.: |
0.00 |
| Spread %: |
0.00% |
| Delta: |
0.96 |
| Theta: |
-0.15 |
| Omega: |
2.77 |
| Rho: |
3.20 |
Quote data
| Open: |
3.830 |
| High: |
3.980 |
| Low: |
3.830 |
| Previous Close: |
4.060 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
0.00% |
| 1 Month |
|
|
-9.03% |
| 3 Months |
|
|
-2.24% |
| YTD |
|
|
+76.23% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
4.090 |
3.930 |
| 1M High / 1M Low: |
4.720 |
3.930 |
| 6M High / 6M Low: |
4.910 |
2.300 |
| High (YTD): |
2024-06-05 |
4.910 |
| Low (YTD): |
2024-01-03 |
2.030 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
4.042 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
4.340 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
3.812 |
| Avg. volume 6M: |
|
1.339 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
53.42% |
| Volatility 6M: |
|
54.20% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
