Soc. Generale Call 190 CAT 20.12.2024
/ DE000SH78927
Soc. Generale Call 190 CAT 20.12..../ DE000SH78927 /
2024-03-28 9:46:37 PM |
Chg.-0.200 |
Bid9:55:28 PM |
Ask- |
Underlying |
Strike price |
Expiration date |
Option type |
15.910EUR |
-1.24% |
15.900 Bid Size: 750 |
- Ask Size: - |
Caterpillar Inc |
190.00 USD |
2024-12-20 |
Call |
Master data
WKN: |
SH7892 |
Issuer: |
Société Générale |
Currency: |
EUR |
Underlying: |
Caterpillar Inc |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
190.00 USD |
Maturity: |
2024-12-20 |
Issue date: |
2022-03-31 |
Last trading day: |
2024-12-19 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
2.04 |
Leverage: |
Yes |
Calculated values
Fair value: |
16.64 |
Intrinsic value: |
16.15 |
Implied volatility: |
- |
Historic volatility: |
0.24 |
Parity: |
16.15 |
Time value: |
0.38 |
Break-even: |
341.02 |
Moneyness: |
1.92 |
Premium: |
0.01 |
Premium p.a.: |
0.02 |
Spread abs.: |
0.00 |
Spread %: |
0.00% |
Delta: |
- |
Theta: |
- |
Omega: |
- |
Rho: |
- |
Quote data
Open: |
15.950 |
High: |
16.730 |
Low: |
15.910 |
Previous Close: |
16.110 |
Turnover: |
0.000 |
Market phase: |
CL |
All quotes in EUR
Performance
1 Week |
|
|
-1.97% |
1 Month |
|
|
+18.64% |
3 Months |
|
|
+52.10% |
YTD |
|
|
+53.57% |
1 Year |
|
|
+199.62% |
3 Years |
|
|
- |
5 Years |
|
|
- |
1W High / 1W Low: |
16.230 |
15.450 |
1M High / 1M Low: |
16.230 |
13.410 |
6M High / 6M Low: |
16.230 |
5.330 |
High (YTD): |
2024-03-21 |
16.230 |
Low (YTD): |
2024-01-17 |
8.980 |
52W High: |
2024-03-21 |
16.230 |
52W Low: |
2023-05-31 |
4.260 |
Avg. price 1W: |
|
15.808 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
14.625 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
10.029 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
8.569 |
Avg. volume 1Y: |
|
0.000 |
Volatility 1M: |
|
42.70% |
Volatility 6M: |
|
66.71% |
Volatility 1Y: |
|
74.66% |
Volatility 3Y: |
|
- |