Soc. Generale Call 150 TRV 17.12..../  DE000SD1NBC9  /

Frankfurt Zert./SG
10/22/2021  9:27:02 AM Chg.-0.040 Bid9:28:05 AM Ask9:28:05 AM Underlying Strike price Expiration date Option type
1.040EUR -3.70% 1.040
Bid Size: 4,000
1.140
Ask Size: 4,000
The Travelers Compan... 150.00 USD 12/17/2021 Call

Master data

WKN: SD1NBC
Issuer: Société Générale
Currency: EUR
Underlying: The Travelers Companies Inc
Type: Warrant
Option type: Call
Strike price: 150.00 USD
Maturity: 12/17/2021
Issue date: 11/24/2020
Last trading day: 12/16/2021
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 13.77
Leverage: Yes

Calculated values

Fair value: 0.46
Intrinsic value: 0.46
Implied volatility: 0.60
Historic volatility: 0.19
Parity: 0.46
Time value: 0.51
Break-even: 138.66
Moneyness: 1.04
Premium: 0.04
Premium p.a.: 0.27
Spread abs.: 0.01
Spread %: 1.03%
Delta: 0.46
Theta: -0.03
Omega: 6.34
Rho: 0.08
 

Quote data

Open: 1.010
High: 1.040
Low: 1.010
Previous Close: 1.080
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week  
+23.81%
1 Month  
+14.29%
3 Months  
+52.94%
YTD  
+20.93%
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: 1.080 0.650
1M High / 1M Low: 1.080 0.650
6M High / 6M Low: 1.610 0.640
High (YTD): 3/17/2021 1.680
Low (YTD): 7/28/2021 0.640
52W High: - -
52W Low: - -
Avg. price 1W:   0.846
Avg. volume 1W:   0.000
Avg. price 1M:   0.898
Avg. volume 1M:   0.000
Avg. price 6M:   1.062
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   193.58%
Volatility 6M:   147.75%
Volatility 1Y:   -
Volatility 3Y:   -