Soc. Generale Call 230 TRV 19.09.2025
/ DE000SJ115P4
Soc. Generale Call 230 TRV 19.09..../ DE000SJ115P4 /
| 23/01/2025 10:17:00 |
Chg.- |
Bid08:08:37 |
Ask08:08:37 |
Underlying |
Strike price |
Expiration date |
Option type |
| 3.19EUR |
- |
2.71
Bid Size: 1,200 |
3.10
Ask Size: 1,200 |
The Travelers Compan... |
230.00 USD |
19/09/2025 |
Call |
Master data
| WKN: |
SJ115P |
| Issuer: |
Société Générale |
| Currency: |
EUR |
| Underlying: |
The Travelers Companies Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
230.00 USD |
| Maturity: |
19/09/2025 |
| Issue date: |
31/10/2024 |
| Last trading day: |
18/09/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
7.12 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
2.80 |
| Intrinsic value: |
1.61 |
| Implied volatility: |
0.30 |
| Historic volatility: |
0.22 |
| Parity: |
1.61 |
| Time value: |
1.72 |
| Break-even: |
254.29 |
| Moneyness: |
1.07 |
| Premium: |
0.07 |
| Premium p.a.: |
0.11 |
| Spread abs.: |
0.05 |
| Spread %: |
1.52% |
| Delta: |
0.69 |
| Theta: |
-0.05 |
| Omega: |
4.89 |
| Rho: |
0.85 |
Quote data
| Open: |
3.13 |
| High: |
3.19 |
| Low: |
3.13 |
| Previous Close: |
2.60 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+7.05% |
| 1 Month |
|
|
+7.41% |
| 3 Months |
|
|
- |
| YTD |
|
|
+11.93% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
3.19 |
2.60 |
| 1M High / 1M Low: |
3.19 |
2.39 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
23/01/2025 |
3.19 |
| Low (YTD): |
13/01/2025 |
2.39 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
2.85 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
2.85 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
127.02% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |