Soc. Generale Call 160 PEP 21.02..../  DE000SJ6SEU7  /

Frankfurt Zert./SG
2024-12-20  9:35:15 PM Chg.-0.020 Bid8:11:36 AM Ask8:11:36 AM Underlying Strike price Expiration date Option type
0.270EUR -6.90% 0.270
Bid Size: 10,000
0.300
Ask Size: 10,000
PepsiCo Inc 160.00 USD 2025-02-21 Call
 

Master data

WKN: SJ6SEU
Issuer: Société Générale
Currency: EUR
Underlying: PepsiCo Inc
Type: Warrant
Option type: Call
Strike price: 160.00 USD
Maturity: 2025-02-21
Issue date: 2024-12-03
Last trading day: 2025-02-20
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 50.52
Leverage: Yes

Calculated values

Fair value: 0.15
Intrinsic value: 0.00
Implied volatility: 0.22
Historic volatility: 0.15
Parity: -0.69
Time value: 0.29
Break-even: 156.32
Moneyness: 0.95
Premium: 0.07
Premium p.a.: 0.46
Spread abs.: 0.01
Spread %: 3.57%
Delta: 0.34
Theta: -0.04
Omega: 17.27
Rho: 0.08
 

Quote data

Open: 0.260
High: 0.290
Low: 0.250
Previous Close: 0.290
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week
  -37.21%
1 Month     -
3 Months     -
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.430 0.270
1M High / 1M Low: - -
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.358
Avg. volume 1W:   0.000
Avg. price 1M:   -
Avg. volume 1M:   -
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   -
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -