Soc. Generale Call 280 CAT 20.12.2024
/ DE000SH82FL6
Soc. Generale Call 280 CAT 20.12..../ DE000SH82FL6 /
2024-03-28 11:56:52 AM |
Chg.+0.050 |
Bid12:31:59 PM |
Ask12:31:59 PM |
Underlying |
Strike price |
Expiration date |
Option type |
8.940EUR |
+0.56% |
8.880 Bid Size: 1,000 |
9.370 Ask Size: 1,000 |
Caterpillar Inc |
280.00 USD |
2024-12-20 |
Call |
Master data
WKN: |
SH82FL |
Issuer: |
Société Générale |
Currency: |
EUR |
Underlying: |
Caterpillar Inc |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
280.00 USD |
Maturity: |
2024-12-20 |
Issue date: |
2022-04-25 |
Last trading day: |
2024-12-19 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
3.68 |
Leverage: |
Yes |
Calculated values
Fair value: |
8.77 |
Intrinsic value: |
7.83 |
Implied volatility: |
0.33 |
Historic volatility: |
0.24 |
Parity: |
7.83 |
Time value: |
1.33 |
Break-even: |
350.56 |
Moneyness: |
1.30 |
Premium: |
0.04 |
Premium p.a.: |
0.05 |
Spread abs.: |
0.03 |
Spread %: |
0.33% |
Delta: |
0.88 |
Theta: |
-0.06 |
Omega: |
3.25 |
Rho: |
1.51 |
Quote data
Open: |
8.780 |
High: |
8.940 |
Low: |
8.780 |
Previous Close: |
8.890 |
Turnover: |
0.000 |
Market phase: |
PRE CALL |
All quotes in EUR
Performance
1 Week |
|
|
-0.67% |
1 Month |
|
|
+39.25% |
3 Months |
|
|
+108.88% |
YTD |
|
|
+110.85% |
1 Year |
|
|
+396.67% |
3 Years |
|
|
- |
5 Years |
|
|
- |
1W High / 1W Low: |
9.000 |
8.370 |
1M High / 1M Low: |
9.000 |
6.420 |
6M High / 6M Low: |
9.000 |
1.410 |
High (YTD): |
2024-03-21 |
9.000 |
Low (YTD): |
2024-01-17 |
3.110 |
52W High: |
2024-03-21 |
9.000 |
52W Low: |
2023-05-31 |
1.120 |
Avg. price 1W: |
|
8.638 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
7.550 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
4.142 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
3.391 |
Avg. volume 1Y: |
|
0.000 |
Volatility 1M: |
|
66.00% |
Volatility 6M: |
|
121.48% |
Volatility 1Y: |
|
129.47% |
Volatility 3Y: |
|
- |