Soc. Generale Call 195 PEP 21.02..../  DE000SJ6SE06  /

Frankfurt Zert./SG
12/23/2024  12:16:50 PM Chg.0.000 Bid12/23/2024 Ask12/23/2024 Underlying Strike price Expiration date Option type
0.001EUR 0.00% 0.001
Bid Size: 10,000
0.027
Ask Size: 10,000
PepsiCo Inc 195.00 USD 2/21/2025 Call
 

Master data

WKN: SJ6SE0
Issuer: Société Générale
Currency: EUR
Underlying: PepsiCo Inc
Type: Warrant
Option type: Call
Strike price: 195.00 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: 542.38
Leverage: Yes

Calculated values

Fair value: 0.00
Intrinsic value: 0.00
Implied volatility: 0.32
Historic volatility: 0.16
Parity: -4.05
Time value: 0.03
Break-even: 187.17
Moneyness: 0.78
Premium: 0.28
Premium p.a.: 3.45
Spread abs.: 0.03
Spread %: 2,600.00%
Delta: 0.04
Theta: -0.01
Omega: 20.23
Rho: 0.01
 

Quote data

Open: 0.001
High: 0.001
Low: 0.001
Previous Close: 0.001
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week     0.00%
1 Month     -
3 Months     -
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.001 0.001
1M High / 1M Low: - -
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.001
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:   -