Soc. Generale Call 899.79 TDG 20.12.2024
/ DE000SU2YJ53
Soc. Generale Call 899.79 TDG 20..../ DE000SU2YJ53 /
| 10/28/2024 8:29:44 AM |
Chg.- |
Bid10:00:37 PM |
Ask10:00:37 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 4.43EUR |
- |
-
Bid Size: - |
-
Ask Size: - |
Transdigm Group Inco... |
899.79 - |
12/20/2024 |
Call |
Master data
| WKN: |
SU2YJ5 |
| Issuer: |
Société Générale |
| Currency: |
EUR |
| Underlying: |
Transdigm Group Incorporated |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
899.79 - |
| Maturity: |
12/20/2024 |
| Issue date: |
11/29/2023 |
| Last trading day: |
10/29/2024 |
| Ratio: |
94.34:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
3.22 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
4.16 |
| Intrinsic value: |
4.13 |
| Implied volatility: |
0.75 |
| Historic volatility: |
0.20 |
| Parity: |
4.13 |
| Time value: |
0.11 |
| Break-even: |
1,299.79 |
| Moneyness: |
1.43 |
| Premium: |
0.01 |
| Premium p.a.: |
0.08 |
| Spread abs.: |
0.00 |
| Spread %: |
0.00% |
| Delta: |
0.95 |
| Theta: |
-0.51 |
| Omega: |
3.05 |
| Rho: |
0.86 |
Quote data
| Open: |
4.43 |
| High: |
4.43 |
| Low: |
4.43 |
| Previous Close: |
4.27 |
| Turnover: |
0.00 |
| Market phase: |
SU |
All quotes in EUR
Performance
| 1 Week |
|
|
0.00% |
| 1 Month |
|
|
0.00% |
| 3 Months |
|
|
+61.68% |
| YTD |
|
|
+171.78% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
- |
- |
| 1M High / 1M Low: |
4.87 |
4.27 |
| 6M High / 6M Low: |
4.87 |
2.46 |
| High (YTD): |
10/15/2024 |
4.87 |
| Low (YTD): |
1/3/2024 |
1.44 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
- |
| Avg. volume 1W: |
|
- |
| Avg. price 1M: |
|
4.60 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
3.49 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
57.41% |
| Volatility 6M: |
|
76.93% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
