Soc. Generale Call 45 KEL 17.01.2025
/ DE000SU0ACT9
Soc. Generale Call 45 KEL 17.01.2.../ DE000SU0ACT9 /
2024-10-11 12:10:22 PM |
Chg.-0.080 |
Bid9:58:03 PM |
Ask- |
Underlying |
Strike price |
Expiration date |
Option type |
3.200EUR |
-2.44% |
- Bid Size: - |
- Ask Size: - |
KELLANOVA CO. DL... |
45.00 - |
2025-01-17 |
Call |
Master data
WKN: |
SU0ACT |
Issuer: |
Société Générale |
Currency: |
EUR |
Underlying: |
KELLANOVA CO. DL -,25 |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
45.00 - |
Maturity: |
2025-01-17 |
Issue date: |
2023-10-04 |
Last trading day: |
2024-10-11 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
2.28 |
Leverage: |
Yes |
Calculated values
Fair value: |
2.98 |
Intrinsic value: |
2.95 |
Implied volatility: |
1.19 |
Historic volatility: |
0.23 |
Parity: |
2.95 |
Time value: |
0.32 |
Break-even: |
77.70 |
Moneyness: |
1.65 |
Premium: |
0.04 |
Premium p.a.: |
0.22 |
Spread abs.: |
0.00 |
Spread %: |
0.00% |
Delta: |
0.89 |
Theta: |
-0.05 |
Omega: |
2.02 |
Rho: |
0.07 |
Quote data
Open: |
3.220 |
High: |
3.220 |
Low: |
3.200 |
Previous Close: |
3.280 |
Turnover: |
0.000 |
Market phase: |
CL |
All quotes in EUR
Performance
1 Week |
|
|
0.00% |
1 Month |
|
|
-1.23% |
3 Months |
|
|
+150.00% |
YTD |
|
|
+183.19% |
1 Year |
|
|
+280.95% |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
- |
- |
1M High / 1M Low: |
3.280 |
3.200 |
6M High / 6M Low: |
3.280 |
1.080 |
High (YTD): |
2024-10-10 |
3.280 |
Low (YTD): |
2024-03-14 |
0.940 |
52W High: |
2024-10-10 |
3.280 |
52W Low: |
2023-10-31 |
0.840 |
Avg. price 1W: |
|
- |
Avg. volume 1W: |
|
- |
Avg. price 1M: |
|
3.256 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
2.127 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
1.590 |
Avg. volume 1Y: |
|
0.000 |
Volatility 1M: |
|
14.09% |
Volatility 6M: |
|
106.64% |
Volatility 1Y: |
|
90.61% |
Volatility 3Y: |
|
- |