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Soc. Generale Call 220 CAT 20.12..../  DE000SH8BDD9  /

Frankfurt Zert./SG
2024-05-10  12:04:52 PM Chg.-0.070 Bid12:36:55 PM Ask- Underlying Strike price Expiration date Option type
12.770EUR -0.55% 12.780
Bid Size: 1,000		 -
Ask Size: -		 Caterpillar Inc 220.00 USD 2024-12-20 Call
 

Master data

WKN: SH8BDD
Issuer: Société Générale
Currency: EUR
Underlying: Caterpillar Inc
Type: Warrant
Option type: Call
Strike price: 220.00 USD
Maturity: 2024-12-20
Issue date: 2022-04-01
Last trading day: 2024-12-19
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 2.55
Leverage: Yes

Calculated values

Fair value: 12.71
Intrinsic value: 12.22
Implied volatility: 0.34
Historic volatility: 0.25
Parity: 12.22
Time value: 0.56
Break-even: 331.85
Moneyness: 1.60
Premium: 0.02
Premium p.a.: 0.03
Spread abs.: 0.00
Spread %: 0.00%
Delta: 0.98
Theta: -0.03
Omega: 2.50
Rho: 1.17
 

Quote data

Open: 12.610
High: 12.800
Low: 12.610
Previous Close: 12.840
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week  
+11.43%
1 Month
  -12.65%
3 Months  
+28.86%
YTD  
+57.46%
1 Year  
+283.48%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 12.840 11.460
1M High / 1M Low: 14.750 11.280
6M High / 6M Low: 15.330 4.290
High (YTD): 2024-04-05 15.330
Low (YTD): 2024-01-17 6.740
52W High: 2024-04-05 15.330
52W Low: 2023-05-31 2.840
Avg. price 1W:   12.146
Avg. volume 1W:   0.000
Avg. price 1M:   13.049
Avg. volume 1M:   0.000
Avg. price 6M:   9.590
Avg. volume 6M:   0.000
Avg. price 1Y:   7.627
Avg. volume 1Y:   0.000
Volatility 1M:   77.78%
Volatility 6M:   70.26%
Volatility 1Y:   86.97%
Volatility 3Y:   -