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

EUWAX
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:   -