Soc. Generale Call 850 TDG 20.12.2024
/ DE000SU2YJ38
Soc. Generale Call 850 TDG 20.12..../ DE000SU2YJ38 /
2024-05-31 9:45:10 PM |
Chg.+0.190 |
Bid9:59:25 PM |
Ask- |
Underlying |
Strike price |
Expiration date |
Option type |
4.700EUR |
+4.21% |
4.750 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: |
2.59 |
Leverage: |
Yes |
Calculated values
Fair value: |
4.71 |
Intrinsic value: |
4.55 |
Implied volatility: |
0.41 |
Historic volatility: |
0.19 |
Parity: |
4.55 |
Time value: |
0.23 |
Break-even: |
1,261.52 |
Moneyness: |
1.58 |
Premium: |
0.02 |
Premium p.a.: |
0.03 |
Spread abs.: |
0.00 |
Spread %: |
0.00% |
Delta: |
0.96 |
Theta: |
-0.16 |
Omega: |
2.48 |
Rho: |
3.92 |
Quote data
Open: |
4.320 |
High: |
4.700 |
Low: |
4.320 |
Previous Close: |
4.510 |
Turnover: |
0.000 |
Market phase: |
CL |
All quotes in EUR
Performance
1 Week |
|
|
-1.88% |
1 Month |
|
|
+14.36% |
3 Months |
|
|
+32.77% |
YTD |
|
|
+110.76% |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
4.700 |
4.510 |
1M High / 1M Low: |
4.790 |
4.230 |
6M High / 6M Low: |
4.790 |
1.920 |
High (YTD): |
2024-05-24 |
4.790 |
Low (YTD): |
2024-01-03 |
2.030 |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
4.576 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
4.502 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
3.327 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
47.53% |
Volatility 6M: |
|
52.93% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |