Soc. Generale Call 45 KEL 20.09.2024
/ DE000SU0ACN2
Soc. Generale Call 45 KEL 20.09.2.../ DE000SU0ACN2 /
8/2/2024 9:51:35 PM |
Chg.+0.080 |
Bid9:59:01 PM |
Ask- |
Underlying |
Strike price |
Expiration date |
Option type |
1.670EUR |
+5.03% |
1.670 Bid Size: 5,000 |
- Ask Size: - |
KELLANOVA CO. DL... |
45.00 - |
9/20/2024 |
Call |
Master data
WKN: |
SU0ACN |
Issuer: |
Société Générale |
Currency: |
EUR |
Underlying: |
KELLANOVA CO. DL -,25 |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
45.00 - |
Maturity: |
9/20/2024 |
Issue date: |
10/4/2023 |
Last trading day: |
9/19/2024 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
3.46 |
Leverage: |
Yes |
Calculated values
Fair value: |
1.29 |
Intrinsic value: |
1.27 |
Implied volatility: |
1.20 |
Historic volatility: |
0.19 |
Parity: |
1.27 |
Time value: |
0.40 |
Break-even: |
61.70 |
Moneyness: |
1.28 |
Premium: |
0.07 |
Premium p.a.: |
0.66 |
Spread abs.: |
0.00 |
Spread %: |
0.00% |
Delta: |
0.79 |
Theta: |
-0.08 |
Omega: |
2.73 |
Rho: |
0.04 |
Quote data
Open: |
1.500 |
High: |
1.770 |
Low: |
1.490 |
Previous Close: |
1.590 |
Turnover: |
0.000 |
Market phase: |
CL |
All quotes in EUR
Performance
1 Week |
|
|
+43.97% |
1 Month |
|
|
+63.73% |
3 Months |
|
|
+13.61% |
YTD |
|
|
+54.63% |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
1.670 |
1.160 |
1M High / 1M Low: |
1.670 |
1.020 |
6M High / 6M Low: |
1.670 |
0.870 |
High (YTD): |
8/2/2024 |
1.670 |
Low (YTD): |
3/14/2024 |
0.870 |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
1.374 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
1.195 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
1.214 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
114.62% |
Volatility 6M: |
|
90.12% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |