Soc. Generale Call 44 TSN 20.12.2.../  DE000SU2P7L7  /

EUWAX
7/5/2024  8:56:56 AM Chg.-0.02 Bid10:00:32 PM Ask10:00:32 PM Underlying Strike price Expiration date Option type
1.15EUR -1.71% -
Bid Size: -
-
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: 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: 1.15
High: 1.15
Low: 1.15
Previous Close: 1.17
Turnover: 0.00
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+2.68%
1 Month  
+3.60%
3 Months
  -22.82%
YTD  
+0.88%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 1.19 1.15
1M High / 1M Low: 1.22 0.93
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:   1.17
Avg. volume 1W:   0.00
Avg. price 1M:   1.10
Avg. volume 1M:   0.00
Avg. price 6M:   1.24
Avg. volume 6M:   0.00
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   71.98%
Volatility 6M:   72.21%
Volatility 1Y:   -
Volatility 3Y:   -