Soc. Generale Call 50 TSN 20.06.2025
/ DE000SU2YRT3
Soc. Generale Call 50 TSN 20.06.2.../ DE000SU2YRT3 /
8/30/2024 9:43:24 PM |
Chg.0.000 |
Bid9:58:46 PM |
Ask9:58:46 PM |
Underlying |
Strike price |
Expiration date |
Option type |
1.480EUR |
0.00% |
1.500 Bid Size: 6,000 |
1.510 Ask Size: 6,000 |
Tyson Foods |
50.00 USD |
6/20/2025 |
Call |
Master data
WKN: |
SU2YRT |
Issuer: |
Société Générale |
Currency: |
EUR |
Underlying: |
Tyson Foods |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
50.00 USD |
Maturity: |
6/20/2025 |
Issue date: |
11/29/2023 |
Last trading day: |
6/19/2025 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
3.86 |
Leverage: |
Yes |
Calculated values
Fair value: |
1.44 |
Intrinsic value: |
1.30 |
Implied volatility: |
0.28 |
Historic volatility: |
0.19 |
Parity: |
1.30 |
Time value: |
0.21 |
Break-even: |
60.36 |
Moneyness: |
1.29 |
Premium: |
0.04 |
Premium p.a.: |
0.05 |
Spread abs.: |
0.01 |
Spread %: |
0.67% |
Delta: |
0.89 |
Theta: |
-0.01 |
Omega: |
3.44 |
Rho: |
0.30 |
Quote data
Open: |
1.400 |
High: |
1.500 |
Low: |
1.400 |
Previous Close: |
1.480 |
Turnover: |
0.000 |
Market phase: |
CL |
All quotes in EUR
Performance
1 Week |
|
|
+8.82% |
1 Month |
|
|
+16.54% |
3 Months |
|
|
+43.69% |
YTD |
|
|
+60.87% |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
1.530 |
1.430 |
1M High / 1M Low: |
1.530 |
1.180 |
6M High / 6M Low: |
1.530 |
0.780 |
High (YTD): |
8/28/2024 |
1.530 |
Low (YTD): |
2/13/2024 |
0.760 |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
1.470 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
1.328 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
1.141 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
68.11% |
Volatility 6M: |
|
75.10% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |