Soc. Generale Call 45 TSN 20.06.2025
/ DE000SU2YRS5
Soc. Generale Call 45 TSN 20.06.2.../ DE000SU2YRS5 /
| 26/07/2024 21:39:07 |
Chg.+0.050 |
Bid21:59:51 |
Ask21:59:51 |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.630EUR |
+3.16% |
1.630
Bid Size: 6,000 |
1.640
Ask Size: 6,000 |
Tyson Foods |
45.00 USD |
20/06/2025 |
Call |
Master data
| WKN: |
SU2YRS |
| Issuer: |
Société Générale |
| Currency: |
EUR |
| Underlying: |
Tyson Foods |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
45.00 USD |
| Maturity: |
20/06/2025 |
| Issue date: |
29/11/2023 |
| Last trading day: |
19/06/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
3.43 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.62 |
| Intrinsic value: |
1.47 |
| Implied volatility: |
0.24 |
| Historic volatility: |
0.20 |
| Parity: |
1.47 |
| Time value: |
0.17 |
| Break-even: |
57.85 |
| 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: |
1.470 |
| High: |
1.640 |
| Low: |
1.470 |
| Previous Close: |
1.580 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
+6.54% |
| 1 Month |
|
|
+28.35% |
| 3 Months |
|
|
-5.23% |
| YTD |
|
|
+36.97% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.630 |
1.490 |
| 1M High / 1M Low: |
1.630 |
1.200 |
| 6M High / 6M Low: |
1.780 |
1.020 |
| High (YTD): |
03/05/2024 |
1.780 |
| Low (YTD): |
13/02/2024 |
1.020 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.542 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.382 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
1.382 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
67.06% |
| Volatility 6M: |
|
70.02% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
