Soc. Generale Call 260 CAT 20.12.2024
/ DE000SH8BDH0
Soc. Generale Call 260 CAT 20.12..../ DE000SH8BDH0 /
| 2024-04-26 9:50:17 AM |
Chg.-2.46 |
Bid12:03:49 PM |
Ask12:03:49 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 8.05EUR |
-23.41% |
8.09
Bid Size: 1,000 |
8.64
Ask Size: 1,000 |
Caterpillar Inc |
260.00 USD |
2024-12-20 |
Call |
Master data
| WKN: |
SH8BDH |
| Issuer: |
Société Générale |
| Currency: |
EUR |
| Underlying: |
Caterpillar Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
260.00 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: |
3.57 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
8.06 |
| Intrinsic value: |
7.27 |
| Implied volatility: |
0.41 |
| Historic volatility: |
0.25 |
| Parity: |
7.27 |
| Time value: |
1.55 |
| Break-even: |
330.59 |
| Moneyness: |
1.30 |
| Premium: |
0.05 |
| Premium p.a.: |
0.08 |
| Spread abs.: |
0.03 |
| Spread %: |
0.34% |
| Delta: |
0.85 |
| Theta: |
-0.07 |
| Omega: |
3.04 |
| Rho: |
1.17 |
Quote data
| Open: |
8.05 |
| High: |
8.05 |
| Low: |
8.05 |
| Previous Close: |
10.51 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-17.52% |
| 1 Month |
|
|
-16.58% |
| 3 Months |
|
|
+43.49% |
| YTD |
|
|
+47.44% |
| 1 Year |
|
|
+262.61% |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
10.51 |
9.76 |
| 1M High / 1M Low: |
11.53 |
9.65 |
| 6M High / 6M Low: |
11.53 |
1.97 |
| High (YTD): |
2024-04-08 |
11.53 |
| Low (YTD): |
2024-01-18 |
4.12 |
| 52W High: |
2024-04-08 |
11.53 |
| 52W Low: |
2023-05-31 |
1.55 |
| Avg. price 1W: |
|
10.09 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
10.56 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
6.13 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
4.89 |
| Avg. volume 1Y: |
|
44.11 |
| Volatility 1M: |
|
58.82% |
| Volatility 6M: |
|
105.20% |
| Volatility 1Y: |
|
115.85% |
| Volatility 3Y: |
|
- |
