Soc. Generale Call 50 TSN 16.01.2026
/ DE000SY15460
Soc. Generale Call 50 TSN 16.01.2.../ DE000SY15460 /
| 10/8/2024 9:09:26 AM |
Chg.-0.02 |
Bid9:29:36 AM |
Ask9:29:36 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.04EUR |
-1.89% |
1.03
Bid Size: 6,000 |
1.18
Ask Size: 6,000 |
Tyson Foods |
50.00 USD |
1/16/2026 |
Call |
Master data
| WKN: |
SY1546 |
| Issuer: |
Société Générale |
| Currency: |
EUR |
| Underlying: |
Tyson Foods |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
50.00 USD |
| Maturity: |
1/16/2026 |
| Issue date: |
6/24/2024 |
| Last trading day: |
1/15/2026 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
4.74 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.05 |
| Intrinsic value: |
0.75 |
| Implied volatility: |
0.24 |
| Historic volatility: |
0.20 |
| Parity: |
0.75 |
| Time value: |
0.37 |
| Break-even: |
56.76 |
| Moneyness: |
1.16 |
| Premium: |
0.07 |
| Premium p.a.: |
0.05 |
| Spread abs.: |
0.01 |
| Spread %: |
0.90% |
| Delta: |
0.80 |
| Theta: |
-0.01 |
| Omega: |
3.80 |
| Rho: |
0.40 |
Quote data
| Open: |
1.04 |
| High: |
1.04 |
| Low: |
1.04 |
| Previous Close: |
1.06 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-6.31% |
| 1 Month |
|
|
-34.18% |
| 3 Months |
|
|
+9.47% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.13 |
1.02 |
| 1M High / 1M Low: |
1.65 |
0.98 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.08 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.23 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
93.34% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
