Soc. Generale Call 200 TRV 20.12.2024
/ DE000SU2YKF7
Soc. Generale Call 200 TRV 20.12..../ DE000SU2YKF7 /
| 2024-05-23 4:36:10 PM |
Chg.-0.130 |
Bid5:36:20 PM |
Ask5:36:20 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.440EUR |
-5.06% |
2.450
Bid Size: 25,000 |
2.470
Ask Size: 25,000 |
The Travelers Compan... |
200.00 USD |
2024-12-20 |
Call |
Master data
| WKN: |
SU2YKF |
| Issuer: |
Société Générale |
| Currency: |
EUR |
| Underlying: |
The Travelers Companies Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
200.00 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: |
7.61 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
2.22 |
| Intrinsic value: |
1.53 |
| Implied volatility: |
0.26 |
| Historic volatility: |
0.17 |
| Parity: |
1.53 |
| Time value: |
1.10 |
| Break-even: |
211.05 |
| Moneyness: |
1.08 |
| Premium: |
0.06 |
| Premium p.a.: |
0.10 |
| Spread abs.: |
0.02 |
| Spread %: |
0.77% |
| Delta: |
0.73 |
| Theta: |
-0.04 |
| Omega: |
5.57 |
| Rho: |
0.69 |
Quote data
| Open: |
2.470 |
| High: |
2.470 |
| Low: |
2.310 |
| Previous Close: |
2.570 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
-13.17% |
| 1 Month |
|
|
-6.15% |
| 3 Months |
|
|
-22.54% |
| YTD |
|
|
+80.74% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.810 |
2.550 |
| 1M High / 1M Low: |
2.850 |
2.420 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
2024-04-08 |
3.910 |
| Low (YTD): |
2024-01-08 |
1.520 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
2.660 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
2.635 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
83.81% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
