Soc. Generale Call 175 PEP 21.02.2025
/ DE000SJ6SEX1
Soc. Generale Call 175 PEP 21.02..../ DE000SJ6SEX1 /
| 12/23/2024 8:26:12 AM |
Chg.-0.010 |
Bid12:50:33 PM |
Ask12:50:33 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.029EUR |
-25.64% |
0.034
Bid Size: 10,000 |
0.045
Ask Size: 10,000 |
PepsiCo Inc |
175.00 USD |
2/21/2025 |
Call |
Master data
| WKN: |
SJ6SEX |
| Issuer: |
Société Générale |
| Currency: |
EUR |
| Underlying: |
PepsiCo Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
175.00 USD |
| Maturity: |
2/21/2025 |
| Issue date: |
12/3/2024 |
| Last trading day: |
2/20/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
340.57 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.01 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.22 |
| Historic volatility: |
0.16 |
| Parity: |
-2.13 |
| Time value: |
0.04 |
| Break-even: |
168.16 |
| Moneyness: |
0.87 |
| Premium: |
0.15 |
| Premium p.a.: |
1.32 |
| Spread abs.: |
0.01 |
| Spread %: |
30.30% |
| Delta: |
0.08 |
| Theta: |
-0.02 |
| Omega: |
25.95 |
| Rho: |
0.02 |
Quote data
| Open: |
0.029 |
| High: |
0.029 |
| Low: |
0.029 |
| Previous Close: |
0.039 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-64.20% |
| 1 Month |
|
|
- |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.081 |
0.039 |
| 1M High / 1M Low: |
- |
- |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.059 |
| 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: |
|
- |
