Soc. Generale Call 56.5 K 21.03.2025
/ DE000SW3PTB1
Soc. Generale Call 56.5 K 21.03.2.../ DE000SW3PTB1 /
| 2024-05-27 10:55:08 AM |
Chg.-0.040 |
Bid11:22:01 AM |
Ask11:22:01 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.720EUR |
-5.26% |
0.720
Bid Size: 8,000 |
0.780
Ask Size: 8,000 |
Kellanova Co |
56.50 USD |
2025-03-21 |
Call |
Master data
| WKN: |
SW3PTB |
| Issuer: |
Société Générale |
| Currency: |
EUR |
| Underlying: |
Kellanova Co |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
56.50 USD |
| Maturity: |
2025-03-21 |
| Issue date: |
2023-09-19 |
| Last trading day: |
2025-03-20 |
| Ratio: |
9.42:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
7.76 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.76 |
| Intrinsic value: |
0.44 |
| Implied volatility: |
0.19 |
| Historic volatility: |
0.18 |
| Parity: |
0.44 |
| Time value: |
0.33 |
| Break-even: |
59.34 |
| Moneyness: |
1.08 |
| Premium: |
0.05 |
| Premium p.a.: |
0.07 |
| Spread abs.: |
0.01 |
| Spread %: |
1.32% |
| Delta: |
0.76 |
| Theta: |
-0.01 |
| Omega: |
5.92 |
| Rho: |
0.29 |
Quote data
| Open: |
0.720 |
| High: |
0.720 |
| Low: |
0.710 |
| Previous Close: |
0.760 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
-17.24% |
| 1 Month |
|
|
+16.13% |
| 3 Months |
|
|
+53.19% |
| YTD |
|
|
+35.85% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.870 |
0.760 |
| 1M High / 1M Low: |
0.910 |
0.610 |
| 6M High / 6M Low: |
0.910 |
0.350 |
| High (YTD): |
2024-05-14 |
0.910 |
| Low (YTD): |
2024-02-09 |
0.380 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.818 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.815 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.548 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
168.79% |
| Volatility 6M: |
|
121.96% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
