Soc. Generale Call 44 TSN 20.12.2024
/ DE000SU2P7L7
Soc. Generale Call 44 TSN 20.12.2.../ DE000SU2P7L7 /
| 04/09/2024 08:54:29 |
Chg.+0.07 |
Bid10:51:58 |
Ask10:51:58 |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.77EUR |
+4.12% |
1.77
Bid Size: 5,000 |
-
Ask Size: - |
Tyson Foods |
44.00 USD |
20/12/2024 |
Call |
Master data
| WKN: |
SU2P7L |
| Issuer: |
Société Générale |
| Currency: |
EUR |
| Underlying: |
Tyson Foods |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
44.00 USD |
| Maturity: |
20/12/2024 |
| Issue date: |
23/11/2023 |
| Last trading day: |
19/12/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
3.01 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.93 |
| Intrinsic value: |
1.88 |
| Implied volatility: |
0.45 |
| Historic volatility: |
0.19 |
| Parity: |
1.88 |
| Time value: |
0.07 |
| Break-even: |
59.32 |
| Moneyness: |
1.47 |
| Premium: |
0.01 |
| Premium p.a.: |
0.04 |
| Spread abs.: |
0.00 |
| Spread %: |
0.00% |
| Delta: |
0.96 |
| Theta: |
-0.01 |
| Omega: |
2.89 |
| Rho: |
0.11 |
Quote data
| Open: |
1.77 |
| High: |
1.77 |
| Low: |
1.77 |
| Previous Close: |
1.70 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+7.93% |
| 1 Month |
|
|
+21.23% |
| 3 Months |
|
|
+52.59% |
| YTD |
|
|
+55.26% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.81 |
1.64 |
| 1M High / 1M Low: |
1.81 |
1.36 |
| 6M High / 6M Low: |
1.81 |
0.93 |
| High (YTD): |
29/08/2024 |
1.81 |
| Low (YTD): |
14/06/2024 |
0.93 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.72 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.55 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
1.34 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
77.89% |
| Volatility 6M: |
|
69.34% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
