Soc. Generale Call 44 TSN 20.12.2024
/ DE000SU2P7L7
Soc. Generale Call 44 TSN 20.12.2.../ DE000SU2P7L7 /
| 7/29/2024 8:55:46 AM |
Chg.+0.05 |
Bid3:04:12 PM |
Ask3:04:12 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.45EUR |
+3.57% |
1.52
Bid Size: 6,000 |
-
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: |
3.45 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.63 |
| Intrinsic value: |
1.57 |
| Implied volatility: |
0.26 |
| Historic volatility: |
0.20 |
| Parity: |
1.57 |
| Time value: |
0.06 |
| Break-even: |
56.84 |
| Moneyness: |
1.39 |
| Premium: |
0.01 |
| Premium p.a.: |
0.03 |
| Spread abs.: |
0.00 |
| Spread %: |
0.00% |
| Delta: |
0.98 |
| Theta: |
-0.01 |
| Omega: |
3.40 |
| Rho: |
0.15 |
Quote data
| Open: |
1.45 |
| High: |
1.45 |
| Low: |
1.45 |
| Previous Close: |
1.40 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+8.21% |
| 1 Month |
|
|
+29.46% |
| 3 Months |
|
|
-5.23% |
| YTD |
|
|
+27.19% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.40 |
1.31 |
| 1M High / 1M Low: |
1.40 |
1.07 |
| 6M High / 6M Low: |
1.63 |
0.93 |
| High (YTD): |
5/6/2024 |
1.63 |
| Low (YTD): |
6/14/2024 |
0.93 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.34 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.22 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
1.25 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
64.28% |
| Volatility 6M: |
|
73.04% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
