Soc. Generale Call 61.21 KEL 17.01.2025
/ DE000SQ86ZZ6
Soc. Generale Call 61.21 KEL 17.0.../ DE000SQ86ZZ6 /
| 10/11/2024 12:06:32 PM |
Chg.-0.080 |
Bid9:58:04 PM |
Ask- |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.840EUR |
-4.17% |
-
Bid Size: - |
-
Ask Size: - |
KELLANOVA CO. DL... |
61.21 - |
1/17/2025 |
Call |
Master data
| WKN: |
SQ86ZZ |
| Issuer: |
Société Générale |
| Currency: |
EUR |
| Underlying: |
KELLANOVA CO. DL -,25 |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
61.21 - |
| Maturity: |
1/17/2025 |
| Issue date: |
2/16/2023 |
| Last trading day: |
10/11/2024 |
| Ratio: |
9.42:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
4.21 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.62 |
| Intrinsic value: |
1.58 |
| Implied volatility: |
0.73 |
| Historic volatility: |
0.24 |
| Parity: |
1.58 |
| Time value: |
0.34 |
| Break-even: |
79.29 |
| Moneyness: |
1.24 |
| Premium: |
0.04 |
| Premium p.a.: |
0.26 |
| Spread abs.: |
0.00 |
| Spread %: |
0.00% |
| Delta: |
0.81 |
| Theta: |
-0.05 |
| Omega: |
3.40 |
| Rho: |
0.08 |
Quote data
| Open: |
1.850 |
| High: |
1.850 |
| Low: |
1.830 |
| Previous Close: |
1.920 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
0.00% |
| 1 Month |
|
|
0.00% |
| 3 Months |
|
|
+32.37% |
| YTD |
|
|
+493.55% |
| 1 Year |
|
|
+736.36% |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
- |
- |
| 1M High / 1M Low: |
- |
- |
| 6M High / 6M Low: |
1.930 |
0.180 |
| High (YTD): |
9/13/2024 |
1.930 |
| Low (YTD): |
7/23/2024 |
0.180 |
| 52W High: |
9/13/2024 |
1.930 |
| 52W Low: |
7/23/2024 |
0.180 |
| Avg. price 1W: |
|
- |
| Avg. volume 1W: |
|
- |
| Avg. price 1M: |
|
- |
| Avg. volume 1M: |
|
- |
| Avg. price 6M: |
|
0.992 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
0.613 |
| Avg. volume 1Y: |
|
0.000 |
| Volatility 1M: |
|
- |
| Volatility 6M: |
|
296.67% |
| Volatility 1Y: |
|
235.28% |
| Volatility 3Y: |
|
- |
