Soc. Generale Call 46 TSN 20.09.2024
/ DE000SU0AC84
Soc. Generale Call 46 TSN 20.09.2.../ DE000SU0AC84 /
| 7/25/2024 9:40:58 PM |
Chg.+0.110 |
Bid9:59:37 PM |
Ask- |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.360EUR |
+8.80% |
1.350
Bid Size: 6,000 |
-
Ask Size: - |
Tyson Foods |
46.00 USD |
9/20/2024 |
Call |
Master data
| WKN: |
SU0AC8 |
| Issuer: |
Société Générale |
| Currency: |
EUR |
| Underlying: |
Tyson Foods |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
46.00 USD |
| Maturity: |
9/20/2024 |
| Issue date: |
10/4/2023 |
| Last trading day: |
9/19/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
4.31 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.26 |
| Intrinsic value: |
1.23 |
| Implied volatility: |
0.38 |
| Historic volatility: |
0.20 |
| Parity: |
1.23 |
| Time value: |
0.04 |
| Break-even: |
55.14 |
| Moneyness: |
1.29 |
| Premium: |
0.01 |
| Premium p.a.: |
0.04 |
| Spread abs.: |
0.00 |
| Spread %: |
0.00% |
| Delta: |
0.97 |
| Theta: |
-0.01 |
| Omega: |
4.17 |
| Rho: |
0.06 |
Quote data
| Open: |
1.090 |
| High: |
1.400 |
| Low: |
1.090 |
| Previous Close: |
1.250 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
+0.74% |
| 1 Month |
|
|
+20.35% |
| 3 Months |
|
|
-7.48% |
| YTD |
|
|
+43.16% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.350 |
1.250 |
| 1M High / 1M Low: |
1.370 |
0.890 |
| 6M High / 6M Low: |
1.530 |
0.750 |
| High (YTD): |
5/3/2024 |
1.530 |
| Low (YTD): |
2/13/2024 |
0.750 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.290 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.124 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
1.126 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
104.93% |
| Volatility 6M: |
|
96.14% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
