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Soc. Generale Call 56.5 KEL 21.03.../  DE000SW3PTB1  /

Frankfurt Zert./SG
9/27/2024  10:01:12 AM Chg.-0.020 Bid11:01:28 AM Ask- Underlying Strike price Expiration date Option type
2.310EUR -0.86% 2.300
Bid Size: 4,000		 -
Ask Size: -		 KELLANOVA CO. DL... 56.50 - 3/21/2025 Call
 

Master data

WKN: SW3PTB
Issuer: Société Générale
Currency: EUR
Underlying: KELLANOVA CO. DL -,25
Type: Warrant
Option type: Call
Strike price: 56.50 -
Maturity: 3/21/2025
Issue date: 9/19/2023
Last trading day: 3/20/2025
Ratio: 9.42:1
Exercise type: American
Quanto: No
Gearing: 3.27
Leverage: Yes

Calculated values

Fair value: 1.79
Intrinsic value: 1.66
Implied volatility: 0.69
Historic volatility: 0.24
Parity: 1.66
Time value: 0.68
Break-even: 78.53
Moneyness: 1.28
Premium: 0.09
Premium p.a.: 0.19
Spread abs.: 0.00
Spread %: 0.00%
Delta: 0.78
Theta: -0.03
Omega: 2.57
Rho: 0.17
 

Quote data

Open: 2.310
High: 2.310
Low: 2.310
Previous Close: 2.330
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week
  -1.28%
1 Month
  -0.86%
3 Months  
+327.78%
YTD  
+335.85%
1 Year  
+225.35%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 2.360 2.330
1M High / 1M Low: 2.370 2.190
6M High / 6M Low: 2.370 0.410
High (YTD): 9/18/2024 2.370
Low (YTD): 2/9/2024 0.380
52W High: 9/18/2024 2.370
52W Low: 10/12/2023 0.320
Avg. price 1W:   2.346
Avg. volume 1W:   0.000
Avg. price 1M:   2.333
Avg. volume 1M:   0.000
Avg. price 6M:   1.109
Avg. volume 6M:   0.000
Avg. price 1Y:   0.787
Avg. volume 1Y:   0.000
Volatility 1M:   32.43%
Volatility 6M:   184.99%
Volatility 1Y:   158.09%
Volatility 3Y:   -