Soc. Generale Call 45 KEL 17.01.2.../  DE000SU0ACT9  /

EUWAX
2024-10-11  8:39:43 AM Chg.- Bid10:00:34 PM Ask10:00:34 PM Underlying Strike price Expiration date Option type
3.22EUR - -
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: 3.22
High: 3.22
Low: 3.22
Previous Close: 3.24
Turnover: 0.00
Market phase: SU
 
  All quotes in EUR

Performance

1 Week     0.00%
1 Month  
+0.94%
3 Months  
+182.46%
YTD  
+184.96%
1 Year  
+270.11%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: - -
1M High / 1M Low: 3.24 3.17
6M High / 6M Low: 3.24 1.05
High (YTD): 2024-10-10 3.24
Low (YTD): 2024-03-15 0.88
52W High: 2024-10-10 3.24
52W Low: 2023-11-29 0.86
Avg. price 1W:   -
Avg. volume 1W:   -
Avg. price 1M:   3.21
Avg. volume 1M:   0.00
Avg. price 6M:   2.02
Avg. volume 6M:   0.00
Avg. price 1Y:   1.52
Avg. volume 1Y:   0.00
Volatility 1M:   11.28%
Volatility 6M:   100.36%
Volatility 1Y:   87.33%
Volatility 3Y:   -