Soc. Generale Call 240 CAT 20.12.2024
/ DE000SH8BDF4
Soc. Generale Call 240 CAT 20.12..../ DE000SH8BDF4 /
2024-03-28 9:42:27 PM |
Chg.-0.180 |
Bid9:54:54 PM |
Ask- |
Underlying |
Strike price |
Expiration date |
Option type |
11.730EUR |
-1.51% |
11.720 Bid Size: 750 |
- Ask Size: - |
Caterpillar Inc |
240.00 USD |
2024-12-20 |
Call |
Master data
WKN: |
SH8BDF |
Issuer: |
Société Générale |
Currency: |
EUR |
Underlying: |
Caterpillar Inc |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
240.00 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: |
2.74 |
Leverage: |
Yes |
Calculated values
Fair value: |
12.17 |
Intrinsic value: |
11.53 |
Implied volatility: |
0.32 |
Historic volatility: |
0.24 |
Parity: |
11.53 |
Time value: |
0.77 |
Break-even: |
344.96 |
Moneyness: |
1.52 |
Premium: |
0.02 |
Premium p.a.: |
0.03 |
Spread abs.: |
0.00 |
Spread %: |
0.00% |
Delta: |
0.96 |
Theta: |
-0.04 |
Omega: |
2.64 |
Rho: |
1.47 |
Quote data
Open: |
11.770 |
High: |
12.490 |
Low: |
11.730 |
Previous Close: |
11.910 |
Turnover: |
0.000 |
Market phase: |
CL |
All quotes in EUR
Performance
1 Week |
|
|
-2.74% |
1 Month |
|
|
+25.59% |
3 Months |
|
|
+73.26% |
YTD |
|
|
+74.81% |
1 Year |
|
|
+296.28% |
3 Years |
|
|
- |
5 Years |
|
|
- |
1W High / 1W Low: |
12.060 |
11.320 |
1M High / 1M Low: |
12.060 |
9.340 |
6M High / 6M Low: |
12.060 |
2.700 |
High (YTD): |
2024-03-21 |
12.060 |
Low (YTD): |
2024-01-17 |
5.380 |
52W High: |
2024-03-21 |
12.060 |
52W Low: |
2023-05-31 |
2.090 |
Avg. price 1W: |
|
11.648 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
10.525 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
6.456 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
5.365 |
Avg. volume 1Y: |
|
0.000 |
Volatility 1M: |
|
53.97% |
Volatility 6M: |
|
93.94% |
Volatility 1Y: |
|
102.43% |
Volatility 3Y: |
|
- |