Soc. Generale Call 280 CAT 20.12.2024
/ DE000SH82FL6
Soc. Generale Call 280 CAT 20.12..../ DE000SH82FL6 /
| 2024-04-19 9:26:58 AM |
Chg.-0.26 |
Bid9:24:35 PM |
Ask9:24:35 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 8.39EUR |
-3.01% |
8.45
Bid Size: 15,000 |
8.47
Ask Size: 15,000 |
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: |
3.85 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
8.22 |
| Intrinsic value: |
7.32 |
| Implied volatility: |
0.35 |
| Historic volatility: |
0.24 |
| Parity: |
7.32 |
| Time value: |
1.42 |
| Break-even: |
350.50 |
| Moneyness: |
1.28 |
| Premium: |
0.04 |
| Premium p.a.: |
0.06 |
| Spread abs.: |
0.02 |
| Spread %: |
0.23% |
| Delta: |
0.86 |
| Theta: |
-0.06 |
| Omega: |
3.32 |
| Rho: |
1.36 |
Quote data
| Open: |
8.39 |
| High: |
8.39 |
| Low: |
8.39 |
| Previous Close: |
8.65 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-15.08% |
| 1 Month |
|
|
+5.01% |
| 3 Months |
|
|
+141.79% |
| YTD |
|
|
+96.03% |
| 1 Year |
|
|
+360.99% |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
9.88 |
8.67 |
| 1M High / 1M Low: |
10.15 |
7.99 |
| 6M High / 6M Low: |
10.15 |
1.41 |
| High (YTD): |
2024-04-08 |
10.15 |
| Low (YTD): |
2024-01-18 |
3.09 |
| 52W High: |
2024-04-08 |
10.15 |
| 52W Low: |
2023-05-31 |
1.12 |
| Avg. price 1W: |
|
9.27 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
9.04 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
4.69 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
3.75 |
| Avg. volume 1Y: |
|
0.00 |
| Volatility 1M: |
|
77.84% |
| Volatility 6M: |
|
117.04% |
| Volatility 1Y: |
|
128.58% |
| Volatility 3Y: |
|
- |
