Soc. Generale Call 155 PEP 21.02.2025
/ DE000SJ7T2F4
Soc. Generale Call 155 PEP 21.02..../ DE000SJ7T2F4 /
| 1/22/2025 9:41:07 PM |
Chg.+0.020 |
Bid9:58:03 PM |
Ask9:58:03 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.140EUR |
+16.67% |
-
Bid Size: - |
-
Ask Size: - |
PepsiCo Inc |
155.00 USD |
2/21/2025 |
Call |
Master data
| WKN: |
SJ7T2F |
| Issuer: |
Société Générale |
| Currency: |
EUR |
| Underlying: |
PepsiCo Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
155.00 USD |
| Maturity: |
2/21/2025 |
| Issue date: |
12/27/2024 |
| Last trading day: |
2/20/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
101.97 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.07 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.22 |
| Historic volatility: |
0.16 |
| Parity: |
-0.62 |
| Time value: |
0.14 |
| Break-even: |
150.36 |
| Moneyness: |
0.96 |
| Premium: |
0.05 |
| Premium p.a.: |
0.88 |
| Spread abs.: |
0.01 |
| Spread %: |
7.69% |
| Delta: |
0.27 |
| Theta: |
-0.05 |
| Omega: |
27.32 |
| Rho: |
0.03 |
Quote data
| Open: |
0.120 |
| High: |
0.140 |
| Low: |
0.110 |
| Previous Close: |
0.120 |
| Turnover: |
0.000 |
| Market phase: |
BOOK |
All quotes in EUR
Performance
| 1 Week |
|
|
+27.27% |
| 1 Month |
|
|
- |
| 3 Months |
|
|
- |
| YTD |
|
|
-66.67% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
0.190 |
0.110 |
| 1M High / 1M Low: |
- |
- |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
1/2/2025 |
0.300 |
| Low (YTD): |
1/15/2025 |
0.084 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.138 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
- |
| Avg. volume 1M: |
|
- |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
- |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |