Soc. Generale Call 46 TSN 20.09.2024
/ DE000SU0AC84
Soc. Generale Call 46 TSN 20.09.2.../ DE000SU0AC84 /
| 2024-07-29 8:39:27 AM |
Chg.+0.05 |
Bid2024-07-29 |
Ask2024-07-29 |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.22EUR |
+4.27% |
1.22
Bid Size: 5,000 |
-
Ask Size: - |
Tyson Foods |
46.00 USD |
2024-09-20 |
Call |
Master data
| WKN: |
SU0AC8 |
| Issuer: |
Société Générale |
| Currency: |
EUR |
| Underlying: |
Tyson Foods |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
46.00 USD |
| Maturity: |
2024-09-20 |
| Issue date: |
2023-10-04 |
| Last trading day: |
2024-09-19 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
3.99 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.41 |
| Intrinsic value: |
1.38 |
| Implied volatility: |
0.35 |
| Historic volatility: |
0.20 |
| Parity: |
1.38 |
| Time value: |
0.03 |
| Break-even: |
56.47 |
| Moneyness: |
1.33 |
| Premium: |
0.00 |
| Premium p.a.: |
0.03 |
| Spread abs.: |
0.00 |
| Spread %: |
0.00% |
| Delta: |
0.98 |
| Theta: |
-0.01 |
| Omega: |
3.93 |
| Rho: |
0.06 |
Quote data
| Open: |
1.22 |
| High: |
1.22 |
| Low: |
1.22 |
| Previous Close: |
1.17 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+9.91% |
| 1 Month |
|
|
+37.08% |
| 3 Months |
|
|
-5.43% |
| YTD |
|
|
+28.42% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.17 |
1.07 |
| 1M High / 1M Low: |
1.18 |
0.81 |
| 6M High / 6M Low: |
1.40 |
0.70 |
| High (YTD): |
2024-05-06 |
1.40 |
| Low (YTD): |
2024-06-14 |
0.70 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.11 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
0.98 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
1.03 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
94.89% |
| Volatility 6M: |
|
90.34% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
