Soc. Generale Call 46 TSN 20.09.2024
/ DE000SU0AC84
Soc. Generale Call 46 TSN 20.09.2.../ DE000SU0AC84 /
| 26/07/2024 13:32:21 |
Chg.-0.160 |
Bid26/07/2024 |
Ask- |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.200EUR |
-11.76% |
1.200
Bid Size: 6,000 |
-
Ask Size: - |
Tyson Foods |
46.00 USD |
20/09/2024 |
Call |
Master data
| WKN: |
SU0AC8 |
| Issuer: |
Société Générale |
| Currency: |
EUR |
| Underlying: |
Tyson Foods |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
46.00 USD |
| Maturity: |
20/09/2024 |
| Issue date: |
04/10/2023 |
| Last trading day: |
19/09/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
4.12 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.34 |
| Intrinsic value: |
1.32 |
| Implied volatility: |
0.39 |
| Historic volatility: |
0.20 |
| Parity: |
1.32 |
| Time value: |
0.03 |
| Break-even: |
55.89 |
| Moneyness: |
1.31 |
| Premium: |
0.01 |
| Premium p.a.: |
0.04 |
| Spread abs.: |
0.00 |
| Spread %: |
0.00% |
| Delta: |
0.97 |
| Theta: |
-0.01 |
| Omega: |
4.00 |
| Rho: |
0.06 |
Quote data
| Open: |
1.160 |
| High: |
1.230 |
| Low: |
1.160 |
| Previous Close: |
1.360 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
-7.69% |
| 1 Month |
|
|
+9.09% |
| 3 Months |
|
|
-18.37% |
| YTD |
|
|
+26.32% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.360 |
1.250 |
| 1M High / 1M Low: |
1.370 |
0.890 |
| 6M High / 6M Low: |
1.530 |
0.750 |
| High (YTD): |
03/05/2024 |
1.530 |
| Low (YTD): |
13/02/2024 |
0.750 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.292 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.135 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
1.129 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
107.76% |
| Volatility 6M: |
|
96.20% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
