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Soc. Generale Call 1050 TDG 20.12.../  DE000SU2YJ79  /

Frankfurt Zert./SG
2024-05-31  9:45:48 PM Chg.+0.170 Bid9:59:17 PM Ask9:51:31 PM Underlying Strike price Expiration date Option type
3.070EUR +5.86% 3.120
Bid Size: 3,000		 -
Ask Size: -		 Transdigm Group Inco... 1,050.00 USD 2024-12-20 Call
 

Master data

WKN: SU2YJ7
Issuer: Société Générale
Currency: EUR
Underlying: Transdigm Group Incorporated
Type: Warrant
Option type: Call
Strike price: 1,050.00 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: 3.87
Leverage: Yes

Calculated values

Fair value: 2.92
Intrinsic value: 2.70
Implied volatility: 0.39
Historic volatility: 0.19
Parity: 2.70
Time value: 0.50
Break-even: 1,287.88
Moneyness: 1.28
Premium: 0.04
Premium p.a.: 0.07
Spread abs.: 0.06
Spread %: 1.91%
Delta: 0.86
Theta: -0.28
Omega: 3.32
Rho: 4.11
 

Quote data

Open: 2.790
High: 3.070
Low: 2.780
Previous Close: 2.900
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week
  -3.15%
1 Month  
+19.46%
3 Months  
+44.81%
YTD  
+176.58%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 3.070 2.900
1M High / 1M Low: 3.170 2.670
6M High / 6M Low: 3.170 0.900
High (YTD): 2024-05-24 3.170
Low (YTD): 2024-01-03 0.960
52W High: - -
52W Low: - -
Avg. price 1W:   2.972
Avg. volume 1W:   0.000
Avg. price 1M:   2.909
Avg. volume 1M:   0.000
Avg. price 6M:   1.966
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   66.43%
Volatility 6M:   75.23%
Volatility 1Y:   -
Volatility 3Y:   -