OverviewChartNewsTraderScreen

Soc. Generale Call 270 CAT 20.12..../  DE000SH8BDJ6  /

EUWAX
2024-05-24  9:55:12 AM Chg.-0.25 Bid10:00:38 PM Ask10:00:38 PM Underlying Strike price Expiration date Option type
8.37EUR -2.90% -
Bid Size: -		 -
Ask Size: -		 Caterpillar Inc 270.00 USD 2024-12-20 Call
 

Master data

WKN: SH8BDJ
Issuer: Société Générale
Currency: EUR
Underlying: Caterpillar Inc
Type: Warrant
Option type: Call
Strike price: 270.00 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: 3.89
Leverage: Yes

Calculated values

Fair value: 7.97
Intrinsic value: 7.27
Implied volatility: 0.33
Historic volatility: 0.25
Parity: 7.27
Time value: 0.99
Break-even: 331.52
Moneyness: 1.29
Premium: 0.03
Premium p.a.: 0.05
Spread abs.: 0.03
Spread %: 0.36%
Delta: 0.89
Theta: -0.06
Omega: 3.48
Rho: 1.17
 

Quote data

Open: 8.37
High: 8.37
Low: 8.37
Previous Close: 8.62
Turnover: 0.00
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+1.70%
1 Month  
+4.63%
3 Months  
+27.98%
YTD  
+72.22%
1 Year  
+443.51%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 9.25 8.37
1M High / 1M Low: 9.25 7.15
6M High / 6M Low: 10.77 2.02
High (YTD): 2024-04-08 10.77
Low (YTD): 2024-01-18 3.58
52W High: 2024-04-08 10.77
52W Low: 2023-05-31 1.32
Avg. price 1W:   8.78
Avg. volume 1W:   0.00
Avg. price 1M:   8.31
Avg. volume 1M:   0.00
Avg. price 6M:   6.58
Avg. volume 6M:   0.00
Avg. price 1Y:   4.92
Avg. volume 1Y:   0.00
Volatility 1M:   86.99%
Volatility 6M:   102.09%
Volatility 1Y:   121.36%
Volatility 3Y:   -