Soc. Generale Call 900 TDG 20.12.2024
/ DE000SU2YJ46
Soc. Generale Call 900 TDG 20.12..../ DE000SU2YJ46 /
| 2024-07-29 8:28:00 AM |
Chg.+0.03 |
Bid5:31:48 PM |
Ask5:31:48 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 3.12EUR |
+0.97% |
3.34
Bid Size: 25,000 |
-
Ask Size: - |
Transdigm Group Inco... |
900.00 USD |
2024-12-20 |
Call |
Master data
| WKN: |
SU2YJ4 |
| Issuer: |
Société Générale |
| Currency: |
EUR |
| Underlying: |
Transdigm Group Incorporated |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
900.00 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: |
3.44 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
3.20 |
| Intrinsic value: |
3.09 |
| Implied volatility: |
0.40 |
| Historic volatility: |
0.20 |
| Parity: |
3.09 |
| Time value: |
0.22 |
| Break-even: |
1,160.28 |
| Moneyness: |
1.37 |
| Premium: |
0.02 |
| Premium p.a.: |
0.05 |
| Spread abs.: |
0.00 |
| Spread %: |
0.00% |
| Delta: |
0.92 |
| Theta: |
-0.21 |
| Omega: |
3.18 |
| Rho: |
2.84 |
Quote data
| Open: |
3.12 |
| High: |
3.12 |
| Low: |
3.12 |
| Previous Close: |
3.09 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-0.64% |
| 1 Month |
|
|
-14.99% |
| 3 Months |
|
|
-12.85% |
| YTD |
|
|
+61.66% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
3.48 |
3.09 |
| 1M High / 1M Low: |
3.56 |
3.09 |
| 6M High / 6M Low: |
4.26 |
2.39 |
| High (YTD): |
2024-06-06 |
4.26 |
| Low (YTD): |
2024-01-03 |
1.73 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
3.22 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
3.35 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
3.39 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
81.43% |
| Volatility 6M: |
|
61.89% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
