Soc. Generale Call 150 PEP 20.12.2024
/ DE000SY1VS90
Soc. Generale Call 150 PEP 20.12..../ DE000SY1VS90 /
| 2024-10-28 5:56:31 PM |
Chg.-0.170 |
Bid9:22:18 PM |
Ask- |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.960EUR |
-7.98% |
-
Bid Size: - |
-
Ask Size: - |
PEPSICO INC. DL-... |
150.00 - |
2024-12-20 |
Call |
Master data
| WKN: |
SY1VS9 |
| Issuer: |
Société Générale |
| Currency: |
EUR |
| Underlying: |
PEPSICO INC. DL-,0166 |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
150.00 - |
| Maturity: |
2024-12-20 |
| Issue date: |
2024-06-17 |
| Last trading day: |
2024-10-29 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
7.94 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.62 |
| Intrinsic value: |
0.48 |
| Implied volatility: |
0.87 |
| Historic volatility: |
0.15 |
| Parity: |
0.48 |
| Time value: |
1.47 |
| Break-even: |
169.50 |
| Moneyness: |
1.03 |
| Premium: |
0.10 |
| Premium p.a.: |
1.45 |
| Spread abs.: |
0.00 |
| Spread %: |
0.00% |
| Delta: |
0.60 |
| Theta: |
-0.23 |
| Omega: |
4.79 |
| Rho: |
0.07 |
Quote data
| Open: |
2.100 |
| High: |
2.130 |
| Low: |
1.960 |
| Previous Close: |
2.130 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
0.00% |
| 1 Month |
|
|
-16.60% |
| 3 Months |
|
|
-12.89% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
- |
- |
| 1M High / 1M Low: |
2.490 |
1.960 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
- |
| Avg. volume 1W: |
|
- |
| Avg. price 1M: |
|
2.297 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
55.18% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
