Soc. Generale Call 44 TSN 20.09.2024
/ DE000SU0AC76
Soc. Generale Call 44 TSN 20.09.2.../ DE000SU0AC76 /
| 7/26/2024 8:55:21 AM |
Chg.-0.200 |
Bid9:30:15 AM |
Ask- |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.340EUR |
-12.99% |
1.360
Bid Size: 5,000 |
-
Ask Size: - |
Tyson Foods |
44.00 USD |
9/20/2024 |
Call |
Master data
| WKN: |
SU0AC7 |
| Issuer: |
Société Générale |
| Currency: |
EUR |
| Underlying: |
Tyson Foods |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
44.00 USD |
| Maturity: |
9/20/2024 |
| Issue date: |
10/4/2023 |
| Last trading day: |
9/19/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
3.78 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.44 |
| Intrinsic value: |
1.42 |
| Implied volatility: |
0.40 |
| Historic volatility: |
0.20 |
| Parity: |
1.42 |
| Time value: |
0.03 |
| Break-even: |
55.10 |
| Moneyness: |
1.35 |
| Premium: |
0.01 |
| Premium p.a.: |
0.04 |
| Spread abs.: |
0.00 |
| Spread %: |
0.00% |
| Delta: |
0.98 |
| Theta: |
-0.01 |
| Omega: |
3.69 |
| Rho: |
0.06 |
Quote data
| Open: |
1.340 |
| High: |
1.340 |
| Low: |
1.340 |
| Previous Close: |
1.540 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
-9.46% |
| 1 Month |
|
|
+5.51% |
| 3 Months |
|
|
-17.79% |
| YTD |
|
|
+24.07% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.540 |
1.440 |
| 1M High / 1M Low: |
1.550 |
1.040 |
| 6M High / 6M Low: |
1.710 |
0.880 |
| High (YTD): |
5/3/2024 |
1.710 |
| Low (YTD): |
2/13/2024 |
0.880 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.474 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.310 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
1.290 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
97.45% |
| Volatility 6M: |
|
88.21% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
