Soc. Generale Call 58 K 21.06.2024
/ DE000SU0P9R2
Soc. Generale Call 58 K 21.06.202.../ DE000SU0P9R2 /
2024-05-27 12:13:02 PM |
Chg.-0.040 |
Bid12:52:34 PM |
Ask12:52:34 PM |
Underlying |
Strike price |
Expiration date |
Option type |
0.240EUR |
-14.29% |
0.230 Bid Size: 10,000 |
0.300 Ask Size: 10,000 |
Kellanova Co |
58.00 USD |
2024-06-21 |
Call |
Master data
WKN: |
SU0P9R |
Issuer: |
Société Générale |
Currency: |
EUR |
Underlying: |
Kellanova Co |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
58.00 USD |
Maturity: |
2024-06-21 |
Issue date: |
2023-10-13 |
Last trading day: |
2024-06-20 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
18.15 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.31 |
Intrinsic value: |
0.28 |
Implied volatility: |
0.18 |
Historic volatility: |
0.18 |
Parity: |
0.28 |
Time value: |
0.03 |
Break-even: |
56.57 |
Moneyness: |
1.05 |
Premium: |
0.01 |
Premium p.a.: |
0.08 |
Spread abs.: |
0.01 |
Spread %: |
3.33% |
Delta: |
0.88 |
Theta: |
-0.02 |
Omega: |
15.97 |
Rho: |
0.03 |
Quote data
Open: |
0.240 |
High: |
0.240 |
Low: |
0.230 |
Previous Close: |
0.280 |
Turnover: |
0.000 |
Market phase: |
PRE CALL |
All quotes in EUR
Performance
1 Week |
|
|
-38.46% |
1 Month |
|
|
+33.33% |
3 Months |
|
|
+71.43% |
YTD |
|
|
+4.35% |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.400 |
0.280 |
1M High / 1M Low: |
0.460 |
0.160 |
6M High / 6M Low: |
0.460 |
0.076 |
High (YTD): |
2024-05-14 |
0.460 |
Low (YTD): |
2024-03-14 |
0.076 |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.352 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.353 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
0.194 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
569.98% |
Volatility 6M: |
|
308.44% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |