Soc. Generale Call 210 TRV 21.06.2024
/ DE000SV9WSC5
Soc. Generale Call 210 TRV 21.06..../ DE000SV9WSC5 /
| 2024-05-02 8:41:43 AM |
Chg.+0.030 |
Bid6:04:19 PM |
Ask6:04:19 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.640EUR |
+4.92% |
0.800
Bid Size: 30,000 |
0.820
Ask Size: 30,000 |
The Travelers Compan... |
210.00 USD |
2024-06-21 |
Call |
Master data
| WKN: |
SV9WSC |
| Issuer: |
Société Générale |
| Currency: |
EUR |
| Underlying: |
The Travelers Companies Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
210.00 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: |
23.40 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.71 |
| Intrinsic value: |
0.29 |
| Implied volatility: |
0.22 |
| Historic volatility: |
0.17 |
| Parity: |
0.29 |
| Time value: |
0.56 |
| Break-even: |
204.45 |
| Moneyness: |
1.02 |
| Premium: |
0.03 |
| Premium p.a.: |
0.22 |
| Spread abs.: |
0.02 |
| Spread %: |
2.41% |
| Delta: |
0.61 |
| Theta: |
-0.07 |
| Omega: |
14.38 |
| Rho: |
0.16 |
Quote data
| Open: |
0.640 |
| High: |
0.640 |
| Low: |
0.640 |
| Previous Close: |
0.610 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-12.33% |
| 1 Month |
|
|
-66.49% |
| 3 Months |
|
|
-49.61% |
| YTD |
|
|
+64.10% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
0.730 |
0.610 |
| 1M High / 1M Low: |
2.090 |
0.500 |
| 6M High / 6M Low: |
2.090 |
0.150 |
| High (YTD): |
2024-04-08 |
2.090 |
| Low (YTD): |
2024-01-09 |
0.460 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.685 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.277 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.947 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
300.34% |
| Volatility 6M: |
|
217.80% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
