Soc. Generale Call 220 CAT 20.12.2024
/ DE000SH8BDD9
Soc. Generale Call 220 CAT 20.12..../ DE000SH8BDD9 /
| 2024-04-19 9:50:48 AM |
Chg.-0.33 |
Bid10:22:49 AM |
Ask10:22:49 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 12.87EUR |
-2.50% |
13.06
Bid Size: 750 |
-
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: |
2.48 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
13.49 |
| Intrinsic value: |
12.96 |
| Implied volatility: |
0.31 |
| Historic volatility: |
0.24 |
| Parity: |
12.96 |
| Time value: |
0.58 |
| Break-even: |
342.12 |
| Moneyness: |
1.63 |
| Premium: |
0.02 |
| Premium p.a.: |
0.03 |
| Spread abs.: |
0.00 |
| Spread %: |
0.00% |
| Delta: |
0.98 |
| Theta: |
-0.03 |
| Omega: |
2.44 |
| Rho: |
1.31 |
Quote data
| Open: |
12.87 |
| High: |
12.87 |
| Low: |
12.87 |
| Previous Close: |
13.20 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-12.63% |
| 1 Month |
|
|
+2.96% |
| 3 Months |
|
|
+78.01% |
| YTD |
|
|
+57.72% |
| 1 Year |
|
|
+230.00% |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
14.73 |
13.20 |
| 1M High / 1M Low: |
14.75 |
12.50 |
| 6M High / 6M Low: |
14.75 |
3.63 |
| High (YTD): |
2024-04-08 |
14.75 |
| Low (YTD): |
2024-01-18 |
6.70 |
| 52W High: |
2024-04-08 |
14.75 |
| 52W Low: |
2023-05-31 |
2.85 |
| Avg. price 1W: |
|
13.86 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
13.69 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
8.51 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
7.08 |
| Avg. volume 1Y: |
|
0.00 |
| Volatility 1M: |
|
55.99% |
| Volatility 6M: |
|
80.98% |
| Volatility 1Y: |
|
89.97% |
| Volatility 3Y: |
|
- |
