Soc. Generale Call 45 TSN 20.06.2025
/ DE000SU2YRS5
Soc. Generale Call 45 TSN 20.06.2.../ DE000SU2YRS5 /
| 11/8/2024 1:13:32 PM |
Chg.-0.06 |
Bid10:00:42 PM |
Ask10:00:42 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.35EUR |
-4.26% |
-
Bid Size: - |
-
Ask Size: - |
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: |
3.68 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.45 |
| Intrinsic value: |
1.36 |
| Implied volatility: |
0.32 |
| Historic volatility: |
0.20 |
| Parity: |
1.36 |
| Time value: |
0.15 |
| Break-even: |
57.09 |
| Moneyness: |
1.32 |
| Premium: |
0.03 |
| Premium p.a.: |
0.04 |
| Spread abs.: |
0.02 |
| Spread %: |
1.34% |
| Delta: |
0.90 |
| Theta: |
-0.01 |
| Omega: |
3.33 |
| Rho: |
0.22 |
Quote data
| Open: |
1.30 |
| High: |
1.35 |
| Low: |
1.30 |
| Previous Close: |
1.41 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+5.47% |
| 1 Month |
|
|
+3.85% |
| 3 Months |
|
|
-14.01% |
| YTD |
|
|
+14.41% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.41 |
1.27 |
| 1M High / 1M Low: |
1.46 |
1.23 |
| 6M High / 6M Low: |
1.86 |
1.00 |
| High (YTD): |
9/9/2024 |
1.86 |
| Low (YTD): |
6/14/2024 |
1.00 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.32 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.33 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
1.40 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
78.59% |
| Volatility 6M: |
|
69.01% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
