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

EUWAX
2024-05-10  9:56:03 AM Chg.+0.73 Bid10:00:37 PM Ask10:00:37 PM Underlying Strike price Expiration date Option type
8.61EUR +9.26% -
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: 3.71
Leverage: Yes

Calculated values

Fair value: 8.61
Intrinsic value: 7.87
Implied volatility: 0.32
Historic volatility: 0.25
Parity: 7.87
Time value: 1.01
Break-even: 339.46
Moneyness: 1.31
Premium: 0.03
Premium p.a.: 0.05
Spread abs.: 0.03
Spread %: 0.34%
Delta: 0.90
Theta: -0.05
Omega: 3.35
Rho: 1.27
 

Quote data

Open: 8.61
High: 8.61
Low: 8.61
Previous Close: 7.88
Turnover: 0.00
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+19.25%
1 Month
  -19.08%
3 Months  
+38.87%
YTD  
+77.16%
1 Year  
+431.48%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 8.61 7.41
1M High / 1M Low: 10.64 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:   7.95
Avg. volume 1W:   0.00
Avg. price 1M:   8.74
Avg. volume 1M:   0.00
Avg. price 6M:   6.05
Avg. volume 6M:   0.00
Avg. price 1Y:   4.63
Avg. volume 1Y:   0.00
Volatility 1M:   100.82%
Volatility 6M:   103.34%
Volatility 1Y:   121.44%
Volatility 3Y:   -