Soc. Generale Call 80.04 K 17.01.2025
/ DE000SV1B0A0
Soc. Generale Call 80.04 K 17.01..../ DE000SV1B0A0 /
| 8/1/2024 8:08:21 AM |
Chg.0.000 |
Bid12:00:01 PM |
Ask12:00:01 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.018EUR |
0.00% |
-
Bid Size: - |
-
Ask Size: - |
Kellanova Co |
80.04 USD |
1/17/2025 |
Call |
Master data
| WKN: |
SV1B0A |
| Issuer: |
Société Générale |
| Currency: |
EUR |
| Underlying: |
Kellanova Co |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
80.04 USD |
| Maturity: |
1/17/2025 |
| Issue date: |
2/21/2023 |
| Last trading day: |
1/16/2025 |
| Ratio: |
9.42:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
158.49 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.00 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.29 |
| Historic volatility: |
0.19 |
| Parity: |
-2.15 |
| Time value: |
0.04 |
| Break-even: |
74.29 |
| Moneyness: |
0.73 |
| Premium: |
0.38 |
| Premium p.a.: |
1.01 |
| Spread abs.: |
0.01 |
| Spread %: |
38.46% |
| Delta: |
0.08 |
| Theta: |
0.00 |
| Omega: |
12.12 |
| Rho: |
0.02 |
Quote data
| Open: |
0.018 |
| High: |
0.018 |
| Low: |
0.018 |
| Previous Close: |
0.018 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
0.00% |
| 1 Month |
|
|
-45.45% |
| 3 Months |
|
|
-5.26% |
| YTD |
|
|
-48.57% |
| 1 Year |
|
|
-89.41% |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.021 |
0.018 |
| 1M High / 1M Low: |
0.033 |
0.011 |
| 6M High / 6M Low: |
0.051 |
0.006 |
| High (YTD): |
1/3/2024 |
0.054 |
| Low (YTD): |
3/4/2024 |
0.006 |
| 52W High: |
8/2/2023 |
0.180 |
| 52W Low: |
3/4/2024 |
0.006 |
| Avg. price 1W: |
|
0.020 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.020 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.024 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
0.041 |
| Avg. volume 1Y: |
|
0.000 |
| Volatility 1M: |
|
489.46% |
| Volatility 6M: |
|
565.15% |
| Volatility 1Y: |
|
522.87% |
| Volatility 3Y: |
|
- |
