Soc. Generale Call 70 KEL 21.03.2025
/ DE000SU6FAY9
Soc. Generale Call 70 KEL 21.03.2.../ DE000SU6FAY9 /
| 10/11/2024 12:02:21 PM |
Chg.-0.080 |
Bid9:58:03 PM |
Ask- |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.970EUR |
-7.62% |
-
Bid Size: - |
-
Ask Size: - |
KELLANOVA CO. DL... |
70.00 - |
3/21/2025 |
Call |
Master data
| WKN: |
SU6FAY |
| Issuer: |
Société Générale |
| Currency: |
EUR |
| Underlying: |
KELLANOVA CO. DL -,25 |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
70.00 - |
| Maturity: |
3/21/2025 |
| Issue date: |
12/29/2023 |
| Last trading day: |
10/11/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
7.13 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.79 |
| Intrinsic value: |
0.48 |
| Implied volatility: |
0.39 |
| Historic volatility: |
0.24 |
| Parity: |
0.48 |
| Time value: |
0.57 |
| Break-even: |
80.50 |
| Moneyness: |
1.07 |
| Premium: |
0.08 |
| Premium p.a.: |
0.19 |
| Spread abs.: |
0.00 |
| Spread %: |
0.00% |
| Delta: |
0.67 |
| Theta: |
-0.03 |
| Omega: |
4.78 |
| Rho: |
0.17 |
Quote data
| Open: |
1.000 |
| High: |
1.000 |
| Low: |
0.970 |
| Previous Close: |
1.050 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
0.00% |
| 1 Month |
|
|
-9.35% |
| 3 Months |
|
|
+781.82% |
| YTD |
|
|
+646.15% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.970 |
0.970 |
| 1M High / 1M Low: |
1.070 |
0.970 |
| 6M High / 6M Low: |
1.070 |
0.071 |
| High (YTD): |
9/18/2024 |
1.070 |
| Low (YTD): |
7/9/2024 |
0.071 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.970 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.047 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.477 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
32.41% |
| Volatility 6M: |
|
368.30% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
