Soc. Generale Call 440 CAT 15.01.2027
/ DE000SJ70NP2
Soc. Generale Call 440 CAT 15.01..../ DE000SJ70NP2 /
| 23/01/2025 09:01:19 |
Chg.-0.06 |
Bid22:00:36 |
Ask22:00:36 |
Underlying |
Strike price |
Expiration date |
Option type |
| 5.05EUR |
-1.17% |
-
Bid Size: - |
-
Ask Size: - |
Caterpillar Inc |
440.00 USD |
15/01/2027 |
Call |
Master data
| WKN: |
SJ70NP |
| Issuer: |
Société Générale |
| Currency: |
EUR |
| Underlying: |
Caterpillar Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
440.00 USD |
| Maturity: |
15/01/2027 |
| Issue date: |
03/01/2025 |
| Last trading day: |
14/01/2027 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
7.35 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
4.56 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.28 |
| Historic volatility: |
0.25 |
| Parity: |
-4.07 |
| Time value: |
5.20 |
| Break-even: |
474.76 |
| Moneyness: |
0.90 |
| Premium: |
0.24 |
| Premium p.a.: |
0.12 |
| Spread abs.: |
0.05 |
| Spread %: |
0.97% |
| Delta: |
0.53 |
| Theta: |
-0.05 |
| Omega: |
3.90 |
| Rho: |
2.98 |
Quote data
| Open: |
5.05 |
| High: |
5.05 |
| Low: |
5.05 |
| Previous Close: |
5.11 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+16.36% |
| 1 Month |
|
|
- |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
5.11 |
4.34 |
| 1M High / 1M Low: |
- |
- |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
4.73 |
| Avg. volume 1W: |
|
0.00 |
| 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: |
|
- |