Soc. Generale Call 45 TSN 20.06.2025
/ DE000SU2YRS5
Soc. Generale Call 45 TSN 20.06.2.../ DE000SU2YRS5 /
| 7/29/2024 8:28:11 AM |
Chg.+0.04 |
Bid1:18:27 PM |
Ask1:18:27 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.52EUR |
+2.70% |
1.57
Bid Size: 6,000 |
1.77
Ask Size: 6,000 |
Tyson Foods |
45.00 USD |
6/20/2025 |
Call |
Master data
| WKN: |
SU2YRS |
| Issuer: |
Société Générale |
| Currency: |
EUR |
| Underlying: |
Tyson Foods |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
45.00 USD |
| Maturity: |
6/20/2025 |
| Issue date: |
11/29/2023 |
| Last trading day: |
6/19/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
3.43 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.62 |
| Intrinsic value: |
1.48 |
| Implied volatility: |
0.24 |
| Historic volatility: |
0.20 |
| Parity: |
1.48 |
| Time value: |
0.16 |
| Break-even: |
57.86 |
| Moneyness: |
1.36 |
| Premium: |
0.03 |
| Premium p.a.: |
0.03 |
| Spread abs.: |
0.01 |
| Spread %: |
0.61% |
| Delta: |
0.94 |
| Theta: |
-0.01 |
| Omega: |
3.24 |
| Rho: |
0.33 |
Quote data
| Open: |
1.52 |
| High: |
1.52 |
| Low: |
1.52 |
| Previous Close: |
1.48 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+7.04% |
| 1 Month |
|
|
+26.67% |
| 3 Months |
|
|
-5.00% |
| YTD |
|
|
+28.81% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.48 |
1.39 |
| 1M High / 1M Low: |
1.48 |
1.13 |
| 6M High / 6M Low: |
1.71 |
1.00 |
| High (YTD): |
5/6/2024 |
1.71 |
| Low (YTD): |
6/14/2024 |
1.00 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.42 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.30 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
1.32 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
66.64% |
| Volatility 6M: |
|
71.47% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
