Soc. Generale Call 48 TSN 20.09.2024
/ DE000SU0AC92
Soc. Generale Call 48 TSN 20.09.2.../ DE000SU0AC92 /
| 6/27/2024 8:39:04 AM |
Chg.-0.040 |
Bid5:54:18 PM |
Ask5:54:18 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.790EUR |
-4.82% |
0.900
Bid Size: 40,000 |
0.910
Ask Size: 40,000 |
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: |
5.73 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.88 |
| Intrinsic value: |
0.83 |
| Implied volatility: |
0.35 |
| Historic volatility: |
0.20 |
| Parity: |
0.83 |
| Time value: |
0.10 |
| Break-even: |
54.24 |
| Moneyness: |
1.19 |
| Premium: |
0.02 |
| Premium p.a.: |
0.08 |
| Spread abs.: |
0.01 |
| Spread %: |
1.09% |
| Delta: |
0.88 |
| Theta: |
-0.01 |
| Omega: |
5.02 |
| Rho: |
0.09 |
Quote data
| Open: |
0.790 |
| High: |
0.790 |
| Low: |
0.790 |
| Previous Close: |
0.830 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+12.86% |
| 1 Month |
|
|
-19.39% |
| 3 Months |
|
|
-24.04% |
| YTD |
|
|
-3.66% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.830 |
0.700 |
| 1M High / 1M Low: |
0.980 |
0.580 |
| 6M High / 6M Low: |
1.250 |
0.580 |
| High (YTD): |
5/6/2024 |
1.250 |
| Low (YTD): |
6/14/2024 |
0.580 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.770 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.763 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.892 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
106.15% |
| Volatility 6M: |
|
96.31% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
