Soc. Generale Call 50 TSN 20.06.2025
/ DE000SU2YRT3
Soc. Generale Call 50 TSN 20.06.2.../ DE000SU2YRT3 /
| 11/8/2024 9:41:40 PM |
Chg.+0.090 |
Bid9:58:01 PM |
Ask9:58:01 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.100EUR |
+8.91% |
1.080
Bid Size: 5,000 |
1.090
Ask Size: 5,000 |
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: |
5.01 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.02 |
| Intrinsic value: |
0.89 |
| Implied volatility: |
0.29 |
| Historic volatility: |
0.20 |
| Parity: |
0.89 |
| Time value: |
0.22 |
| Break-even: |
57.75 |
| Moneyness: |
1.19 |
| Premium: |
0.04 |
| Premium p.a.: |
0.06 |
| Spread abs.: |
0.01 |
| Spread %: |
0.91% |
| Delta: |
0.83 |
| Theta: |
-0.01 |
| Omega: |
4.17 |
| Rho: |
0.21 |
Quote data
| Open: |
0.930 |
| High: |
1.100 |
| Low: |
0.930 |
| Previous Close: |
1.010 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
+20.88% |
| 1 Month |
|
|
+11.11% |
| 3 Months |
|
|
-14.73% |
| YTD |
|
|
+19.57% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.100 |
0.980 |
| 1M High / 1M Low: |
1.170 |
0.910 |
| 6M High / 6M Low: |
1.620 |
0.780 |
| High (YTD): |
9/6/2024 |
1.620 |
| Low (YTD): |
2/13/2024 |
0.760 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.034 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.029 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
1.132 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
71.31% |
| Volatility 6M: |
|
80.66% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
