Soc. Generale Call 50 TSN 21.03.2025
/ DE000SW3PPD5
Soc. Generale Call 50 TSN 21.03.2.../ DE000SW3PPD5 /
| 7/25/2024 9:36:49 PM |
Chg.+0.080 |
Bid8:00:00 AM |
Ask8:00:00 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.160EUR |
+7.41% |
1.080
Bid Size: 7,000 |
1.250
Ask Size: 7,000 |
Tyson Foods |
50.00 USD |
3/21/2025 |
Call |
Master data
| WKN: |
SW3PPD |
| Issuer: |
Société Générale |
| Currency: |
EUR |
| Underlying: |
Tyson Foods |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
50.00 USD |
| Maturity: |
3/21/2025 |
| Issue date: |
9/19/2023 |
| Last trading day: |
3/20/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
4.98 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.02 |
| Intrinsic value: |
0.87 |
| Implied volatility: |
0.29 |
| Historic volatility: |
0.20 |
| Parity: |
0.87 |
| Time value: |
0.23 |
| Break-even: |
57.13 |
| Moneyness: |
1.19 |
| Premium: |
0.04 |
| Premium p.a.: |
0.07 |
| Spread abs.: |
0.01 |
| Spread %: |
0.92% |
| Delta: |
0.83 |
| Theta: |
-0.01 |
| Omega: |
4.14 |
| Rho: |
0.23 |
Quote data
| Open: |
1.020 |
| High: |
1.160 |
| Low: |
1.020 |
| Previous Close: |
1.080 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
+4.50% |
| 1 Month |
|
|
+26.09% |
| 3 Months |
|
|
-10.77% |
| YTD |
|
|
+36.47% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.160 |
1.070 |
| 1M High / 1M Low: |
1.160 |
0.810 |
| 6M High / 6M Low: |
1.370 |
0.700 |
| High (YTD): |
5/3/2024 |
1.370 |
| Low (YTD): |
6/13/2024 |
0.700 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.104 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.961 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.990 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
92.68% |
| Volatility 6M: |
|
89.53% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
