Soc. Generale Call 220 TRV 19.12.2025
/ DE000SJ2JYB3
Soc. Generale Call 220 TRV 19.12..../ DE000SJ2JYB3 /
| 1/23/2025 9:37:10 PM |
Chg.-0.440 |
Bid9:59:55 PM |
Ask9:59:55 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 3.900EUR |
-10.14% |
3.970
Bid Size: 1,000 |
4.020
Ask Size: 1,000 |
The Travelers Compan... |
220.00 USD |
12/19/2025 |
Call |
Master data
| WKN: |
SJ2JYB |
| Issuer: |
Société Générale |
| Currency: |
EUR |
| Underlying: |
The Travelers Companies Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
220.00 USD |
| Maturity: |
12/19/2025 |
| Issue date: |
11/11/2024 |
| Last trading day: |
12/18/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
5.35 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
3.78 |
| Intrinsic value: |
2.57 |
| Implied volatility: |
0.31 |
| Historic volatility: |
0.22 |
| Parity: |
2.57 |
| Time value: |
1.86 |
| Break-even: |
255.68 |
| Moneyness: |
1.12 |
| Premium: |
0.08 |
| Premium p.a.: |
0.09 |
| Spread abs.: |
0.05 |
| Spread %: |
1.14% |
| Delta: |
0.73 |
| Theta: |
-0.04 |
| Omega: |
3.92 |
| Rho: |
1.17 |
Quote data
| Open: |
4.180 |
| High: |
4.290 |
| Low: |
3.900 |
| Previous Close: |
4.340 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
-6.92% |
| 1 Month |
|
|
-8.24% |
| 3 Months |
|
|
- |
| YTD |
|
|
+0.78% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
4.340 |
3.690 |
| 1M High / 1M Low: |
4.340 |
3.640 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
1/22/2025 |
4.340 |
| Low (YTD): |
1/13/2025 |
3.640 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
4.014 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
4.037 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
82.87% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |