Soc. Generale Call 44 TSN 20.12.2024
/ DE000SU2P7L7
Soc. Generale Call 44 TSN 20.12.2.../ DE000SU2P7L7 /
10/4/2024 9:46:36 PM |
Chg.+0.060 |
Bid9:59:04 PM |
Ask- |
Underlying |
Strike price |
Expiration date |
Option type |
1.370EUR |
+4.58% |
1.370 Bid Size: 5,000 |
- Ask Size: - |
Tyson Foods |
44.00 USD |
12/20/2024 |
Call |
Master data
WKN: |
SU2P7L |
Issuer: |
Société Générale |
Currency: |
EUR |
Underlying: |
Tyson Foods |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
44.00 USD |
Maturity: |
12/20/2024 |
Issue date: |
11/23/2023 |
Last trading day: |
12/19/2024 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
3.89 |
Leverage: |
Yes |
Calculated values
Fair value: |
1.35 |
Intrinsic value: |
1.33 |
Implied volatility: |
0.39 |
Historic volatility: |
0.20 |
Parity: |
1.33 |
Time value: |
0.04 |
Break-even: |
53.79 |
Moneyness: |
1.33 |
Premium: |
0.01 |
Premium p.a.: |
0.04 |
Spread abs.: |
0.00 |
Spread %: |
0.00% |
Delta: |
0.96 |
Theta: |
-0.01 |
Omega: |
3.73 |
Rho: |
0.08 |
Quote data
Open: |
1.240 |
High: |
1.380 |
Low: |
1.240 |
Previous Close: |
1.310 |
Turnover: |
0.000 |
Market phase: |
CL |
All quotes in EUR
Performance
1 Week |
|
|
-6.16% |
1 Month |
|
|
-29.74% |
3 Months |
|
|
+13.22% |
YTD |
|
|
+20.18% |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
1.470 |
1.310 |
1M High / 1M Low: |
2.030 |
1.300 |
6M High / 6M Low: |
2.030 |
1.050 |
High (YTD): |
9/9/2024 |
2.030 |
Low (YTD): |
2/13/2024 |
0.960 |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
1.398 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
1.589 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
1.520 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
92.79% |
Volatility 6M: |
|
80.31% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |