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Soc. Generale Call 210 TRV 20.12..../  DE000SU2YKG5  /

Frankfurt Zert./SG
2024-06-03  10:54:55 AM Chg.-0.030 Bid11:00:48 AM Ask11:00:48 AM Underlying Strike price Expiration date Option type
1.710EUR -1.72% 1.700
Bid Size: 2,000		 1.970
Ask Size: 2,000		 The Travelers Compan... 210.00 USD 2024-12-20 Call
 

Master data

WKN: SU2YKG
Issuer: Société Générale
Currency: EUR
Underlying: The Travelers Companies Inc
Type: Warrant
Option type: Call
Strike price: 210.00 USD
Maturity: 2024-12-20
Issue date: 2023-11-29
Last trading day: 2024-12-19
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 10.35
Leverage: Yes

Calculated values

Fair value: 1.48
Intrinsic value: 0.53
Implied volatility: 0.25
Historic volatility: 0.17
Parity: 0.53
Time value: 1.39
Break-even: 212.70
Moneyness: 1.03
Premium: 0.07
Premium p.a.: 0.13
Spread abs.: 0.02
Spread %: 1.05%
Delta: 0.64
Theta: -0.05
Omega: 6.59
Rho: 0.59
 

Quote data

Open: 1.750
High: 1.750
Low: 1.710
Previous Close: 1.740
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week     0.00%
1 Month
  -10.47%
3 Months
  -31.33%
YTD  
+74.49%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 1.740 1.570
1M High / 1M Low: 2.200 1.570
6M High / 6M Low: 3.220 0.810
High (YTD): 2024-04-05 3.220
Low (YTD): 2024-01-08 1.120
52W High: - -
52W Low: - -
Avg. price 1W:   1.666
Avg. volume 1W:   0.000
Avg. price 1M:   1.919
Avg. volume 1M:   0.000
Avg. price 6M:   1.993
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   116.39%
Volatility 6M:   128.05%
Volatility 1Y:   -
Volatility 3Y:   -