Soc. Generale Call 45 K 20.09.2024
/ DE000SU0ACN2
Soc. Generale Call 45 K 20.09.202.../ DE000SU0ACN2 /
| 2024-06-05 8:40:59 AM |
Chg.+0.06 |
Bid5:42:26 PM |
Ask5:42:26 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.39EUR |
+4.51% |
1.43
Bid Size: 45,000 |
-
Ask Size: - |
Kellanova Co |
45.00 USD |
2024-09-20 |
Call |
Master data
| WKN: |
SU0ACN |
| Issuer: |
Société Générale |
| Currency: |
EUR |
| Underlying: |
Kellanova Co |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
45.00 USD |
| Maturity: |
2024-09-20 |
| Issue date: |
2023-10-04 |
| Last trading day: |
2024-09-19 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
3.73 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.47 |
| Intrinsic value: |
1.42 |
| Implied volatility: |
0.36 |
| Historic volatility: |
0.18 |
| Parity: |
1.42 |
| Time value: |
0.07 |
| Break-even: |
56.25 |
| Moneyness: |
1.34 |
| Premium: |
0.01 |
| Premium p.a.: |
0.04 |
| Spread abs.: |
0.00 |
| Spread %: |
0.00% |
| Delta: |
0.95 |
| Theta: |
-0.01 |
| Omega: |
3.55 |
| Rho: |
0.11 |
Quote data
| Open: |
1.39 |
| High: |
1.39 |
| Low: |
1.39 |
| Previous Close: |
1.33 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+12.10% |
| 1 Month |
|
|
-2.11% |
| 3 Months |
|
|
+52.75% |
| YTD |
|
|
+28.70% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.34 |
1.24 |
| 1M High / 1M Low: |
1.55 |
1.24 |
| 6M High / 6M Low: |
1.55 |
0.81 |
| High (YTD): |
2024-05-15 |
1.55 |
| Low (YTD): |
2024-03-15 |
0.81 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.29 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.42 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
1.10 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
67.01% |
| Volatility 6M: |
|
89.63% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
