Soc. Generale Call 45 K 21.06.2024
/ DE000SU0ACJ0
Soc. Generale Call 45 K 21.06.202.../ DE000SU0ACJ0 /
| 6/5/2024 9:01:06 PM |
Chg.-0.050 |
Bid6/5/2024 |
Ask- |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.370EUR |
-3.52% |
1.370
Bid Size: 45,000 |
-
Ask Size: - |
Kellanova Co |
45.00 USD |
6/21/2024 |
Call |
Master data
| WKN: |
SU0ACJ |
| Issuer: |
Société Générale |
| Currency: |
EUR |
| Underlying: |
Kellanova Co |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
45.00 USD |
| Maturity: |
6/21/2024 |
| Issue date: |
10/4/2023 |
| Last trading day: |
6/20/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
3.89 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.43 |
| Intrinsic value: |
1.42 |
| Implied volatility: |
0.54 |
| Historic volatility: |
0.18 |
| Parity: |
1.42 |
| Time value: |
0.01 |
| Break-even: |
55.65 |
| Moneyness: |
1.34 |
| Premium: |
0.00 |
| Premium p.a.: |
0.03 |
| Spread abs.: |
0.00 |
| Spread %: |
0.00% |
| Delta: |
1.00 |
| Theta: |
-0.01 |
| Omega: |
3.87 |
| Rho: |
0.02 |
Quote data
| Open: |
1.330 |
| High: |
1.380 |
| Low: |
1.320 |
| Previous Close: |
1.420 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
+2.24% |
| 1 Month |
|
|
-4.86% |
| 3 Months |
|
|
+59.30% |
| YTD |
|
|
+34.31% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.420 |
1.340 |
| 1M High / 1M Low: |
1.640 |
1.330 |
| 6M High / 6M Low: |
1.640 |
0.790 |
| High (YTD): |
5/14/2024 |
1.640 |
| Low (YTD): |
3/15/2024 |
0.790 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.370 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.490 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
1.106 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
65.28% |
| Volatility 6M: |
|
96.43% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
