Soc. Generale Call 44 TSN 20.12.2024
/ DE000SU2P7L7
Soc. Generale Call 44 TSN 20.12.2.../ DE000SU2P7L7 /
| 05/07/2024 21:44:55 |
Chg.+0.050 |
Bid21:59:25 |
Ask21:59:25 |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.210EUR |
+4.31% |
1.210
Bid Size: 6,000 |
1.230
Ask Size: 6,000 |
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: |
4.20 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.18 |
| Intrinsic value: |
1.11 |
| Implied volatility: |
0.32 |
| Historic volatility: |
0.20 |
| Parity: |
1.11 |
| Time value: |
0.12 |
| Break-even: |
52.89 |
| Moneyness: |
1.27 |
| Premium: |
0.02 |
| Premium p.a.: |
0.05 |
| Spread abs.: |
0.02 |
| Spread %: |
1.65% |
| Delta: |
0.90 |
| Theta: |
-0.01 |
| Omega: |
3.80 |
| Rho: |
0.16 |
Quote data
| Open: |
1.150 |
| High: |
1.210 |
| Low: |
1.150 |
| Previous Close: |
1.160 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
-8.33% |
| 1 Month |
|
|
-3.20% |
| 3 Months |
|
|
-20.39% |
| YTD |
|
|
+6.14% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.350 |
1.130 |
| 1M High / 1M Low: |
1.390 |
1.050 |
| 6M High / 6M Low: |
1.750 |
0.960 |
| High (YTD): |
03/05/2024 |
1.750 |
| Low (YTD): |
13/02/2024 |
0.960 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.236 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.217 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
1.319 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
108.34% |
| Volatility 6M: |
|
77.72% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
