Soc. Generale Call 150 TRV 21.06.2024
/ DE000SV9WR64
Soc. Generale Call 150 TRV 21.06..../ DE000SV9WR64 /
2024-05-17 9:55:54 AM |
Chg.-0.500 |
Bid10:43:46 AM |
Ask- |
Underlying |
Strike price |
Expiration date |
Option type |
5.890EUR |
-7.82% |
5.990 Bid Size: 1,000 |
- Ask Size: - |
The Travelers Compan... |
150.00 USD |
2024-06-21 |
Call |
Master data
WKN: |
SV9WR6 |
Issuer: |
Société Générale |
Currency: |
EUR |
Underlying: |
The Travelers Companies Inc |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
150.00 USD |
Maturity: |
2024-06-21 |
Issue date: |
2023-07-19 |
Last trading day: |
2024-06-20 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
3.16 |
Leverage: |
Yes |
Calculated values
Fair value: |
6.42 |
Intrinsic value: |
6.37 |
Implied volatility: |
- |
Historic volatility: |
0.17 |
Parity: |
6.37 |
Time value: |
0.02 |
Break-even: |
201.92 |
Moneyness: |
1.46 |
Premium: |
0.00 |
Premium p.a.: |
0.01 |
Spread abs.: |
0.00 |
Spread %: |
0.00% |
Delta: |
- |
Theta: |
- |
Omega: |
- |
Rho: |
- |
Quote data
Open: |
5.880 |
High: |
5.890 |
Low: |
5.880 |
Previous Close: |
6.390 |
Turnover: |
0.000 |
Market phase: |
PRE CALL |
All quotes in EUR
Performance
1 Week |
|
|
-8.11% |
1 Month |
|
|
+10.51% |
3 Months |
|
|
-8.40% |
YTD |
|
|
+59.19% |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
6.410 |
5.930 |
1M High / 1M Low: |
6.480 |
5.330 |
6M High / 6M Low: |
7.540 |
2.630 |
High (YTD): |
2024-04-08 |
7.540 |
Low (YTD): |
2024-01-15 |
4.140 |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
6.252 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
6.070 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
5.449 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
51.37% |
Volatility 6M: |
|
73.88% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |