Soc. Generale Call 48 TSN 20.09.2024
/ DE000SU0AC92
Soc. Generale Call 48 TSN 20.09.2.../ DE000SU0AC92 /
| 7/12/2024 6:51:14 PM |
Chg.+0.050 |
Bid7/12/2024 |
Ask7/12/2024 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.930EUR |
+5.68% |
0.930
Bid Size: 40,000 |
-
Ask Size: - |
Tyson Foods |
48.00 USD |
9/20/2024 |
Call |
Master data
| WKN: |
SU0AC9 |
| Issuer: |
Société Générale |
| Currency: |
EUR |
| Underlying: |
Tyson Foods |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
48.00 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: |
5.88 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.85 |
| Intrinsic value: |
0.82 |
| Implied volatility: |
0.34 |
| Historic volatility: |
0.20 |
| Parity: |
0.82 |
| Time value: |
0.07 |
| Break-even: |
53.04 |
| Moneyness: |
1.19 |
| Premium: |
0.01 |
| Premium p.a.: |
0.08 |
| Spread abs.: |
0.00 |
| Spread %: |
0.00% |
| Delta: |
0.89 |
| Theta: |
-0.01 |
| Omega: |
5.25 |
| Rho: |
0.07 |
Quote data
| Open: |
0.750 |
| High: |
0.930 |
| Low: |
0.750 |
| Previous Close: |
0.880 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
+13.41% |
| 1 Month |
|
|
+25.68% |
| 3 Months |
|
|
-12.26% |
| YTD |
|
|
+13.41% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.880 |
0.820 |
| 1M High / 1M Low: |
1.000 |
0.670 |
| 6M High / 6M Low: |
1.370 |
0.630 |
| High (YTD): |
5/3/2024 |
1.370 |
| Low (YTD): |
2/13/2024 |
0.630 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.846 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.834 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.952 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
144.20% |
| Volatility 6M: |
|
103.36% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
