Soc. Generale Call 56.5 K 21.03.2025
/ DE000SW3PTB1
Soc. Generale Call 56.5 K 21.03.2.../ DE000SW3PTB1 /
| 17/06/2024 17:45:21 |
Chg.0.000 |
Bid18:21:41 |
Ask18:21:41 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.560EUR |
0.00% |
0.570
Bid Size: 60,000 |
0.580
Ask Size: 60,000 |
Kellanova Co |
56.50 USD |
21/03/2025 |
Call |
Master data
| WKN: |
SW3PTB |
| Issuer: |
Société Générale |
| Currency: |
EUR |
| Underlying: |
Kellanova Co |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
56.50 USD |
| Maturity: |
21/03/2025 |
| Issue date: |
19/09/2023 |
| Last trading day: |
20/03/2025 |
| Ratio: |
9.42:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
10.19 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.50 |
| Intrinsic value: |
0.10 |
| Implied volatility: |
0.22 |
| Historic volatility: |
0.19 |
| Parity: |
0.10 |
| Time value: |
0.46 |
| Break-even: |
58.06 |
| Moneyness: |
1.02 |
| Premium: |
0.08 |
| Premium p.a.: |
0.11 |
| Spread abs.: |
0.01 |
| Spread %: |
1.82% |
| Delta: |
0.63 |
| Theta: |
-0.01 |
| Omega: |
6.43 |
| Rho: |
0.22 |
Quote data
| Open: |
0.520 |
| High: |
0.560 |
| Low: |
0.510 |
| Previous Close: |
0.560 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
-13.85% |
| 1 Month |
|
|
-31.71% |
| 3 Months |
|
|
+40.00% |
| YTD |
|
|
+5.66% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.700 |
0.560 |
| 1M High / 1M Low: |
0.870 |
0.560 |
| 6M High / 6M Low: |
0.910 |
0.380 |
| High (YTD): |
14/05/2024 |
0.910 |
| Low (YTD): |
09/02/2024 |
0.380 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.634 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.720 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.574 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
96.27% |
| Volatility 6M: |
|
119.57% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
