Soc. Generale Call 50 KEL 21.03.2025
/ DE000SW38WF4
Soc. Generale Call 50 KEL 21.03.2.../ DE000SW38WF4 /
| 2024-10-11 12:15:46 PM |
Chg.-0.090 |
Bid9:58:03 PM |
Ask- |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.740EUR |
-3.18% |
2.820
Bid Size: 4,000 |
-
Ask Size: - |
KELLANOVA CO. DL... |
50.00 - |
2025-03-21 |
Call |
Master data
| WKN: |
SW38WF |
| Issuer: |
Société Générale |
| Currency: |
EUR |
| Underlying: |
KELLANOVA CO. DL -,25 |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
50.00 - |
| Maturity: |
2025-03-21 |
| Issue date: |
2023-10-03 |
| Last trading day: |
2024-10-11 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
2.61 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
2.44 |
| Intrinsic value: |
2.37 |
| Implied volatility: |
0.78 |
| Historic volatility: |
0.24 |
| Parity: |
2.37 |
| Time value: |
0.45 |
| Break-even: |
78.20 |
| Moneyness: |
1.47 |
| Premium: |
0.06 |
| Premium p.a.: |
0.15 |
| Spread abs.: |
0.00 |
| Spread %: |
0.00% |
| Delta: |
0.85 |
| Theta: |
-0.03 |
| Omega: |
2.22 |
| Rho: |
0.15 |
Quote data
| Open: |
2.760 |
| High: |
2.760 |
| Low: |
2.740 |
| Previous Close: |
2.830 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
-2.84% |
| 1 Month |
|
|
-1.08% |
| 3 Months |
|
|
+238.27% |
| YTD |
|
|
+230.12% |
| 1 Year |
|
|
+372.41% |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.830 |
2.820 |
| 1M High / 1M Low: |
2.830 |
2.770 |
| 6M High / 6M Low: |
2.830 |
0.770 |
| High (YTD): |
2024-10-10 |
2.830 |
| Low (YTD): |
2024-03-14 |
0.660 |
| 52W High: |
2024-10-10 |
2.830 |
| 52W Low: |
2023-10-12 |
0.530 |
| Avg. price 1W: |
|
2.824 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
2.801 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
1.650 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
1.208 |
| Avg. volume 1Y: |
|
0.000 |
| Volatility 1M: |
|
8.43% |
| Volatility 6M: |
|
128.30% |
| Volatility 1Y: |
|
110.99% |
| Volatility 3Y: |
|
- |
