CELH 17 Jan 2025 Call 30CELH 17 Jan 2025 Call 30CELH 17 Jan 2025 Call 30

CELH 17 Jan 2025 Call 30

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Expected P&L on expiry



Greeks



Key terms


Underlying price
Strike
30.00
Volume
Point value
100USD
Lot size
100
Implied volatility
74.20%
Expiration date
Jan 17, 2025
Time to expiration
30 days

Pricing model


Delta
0.49
Gamma
0.064
Rho
0.010
Theta
−0.04
Vega
0.034
Theor price
2.11USD

About CELH250117C30.0


Option style
American
Sector
Consumer Non-Durables
Celsius Holdings, Inc. engages in the development, marketing, sale, and distribution of functional drinks and liquid supplements. It also offers post-workout functional energy drinks and protein bars. The company was founded in April 2004 and is headquartered in Boca Raton, FL.