Soc. Generale Call 50 TSN 21.03.2025
/ DE000SW3PPD5
Soc. Generale Call 50 TSN 21.03.2.../ DE000SW3PPD5 /
| 30/08/2024 21:38:53 |
Chg.+0.010 |
Bid21:44:41 |
Ask21:44:41 |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.430EUR |
+0.70% |
1.430
Bid Size: 35,000 |
1.440
Ask Size: 35,000 |
Tyson Foods |
50.00 USD |
21/03/2025 |
Call |
Master data
| WKN: |
SW3PPD |
| Issuer: |
Société Générale |
| Currency: |
EUR |
| Underlying: |
Tyson Foods |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
50.00 USD |
| Maturity: |
21/03/2025 |
| Issue date: |
19/09/2023 |
| Last trading day: |
20/03/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
4.05 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.42 |
| Intrinsic value: |
1.32 |
| Implied volatility: |
0.25 |
| Historic volatility: |
0.19 |
| Parity: |
1.32 |
| Time value: |
0.12 |
| Break-even: |
59.53 |
| Moneyness: |
1.29 |
| Premium: |
0.02 |
| Premium p.a.: |
0.04 |
| Spread abs.: |
0.01 |
| Spread %: |
0.70% |
| Delta: |
0.94 |
| Theta: |
-0.01 |
| Omega: |
3.82 |
| Rho: |
0.23 |
Quote data
| Open: |
1.310 |
| High: |
1.440 |
| Low: |
1.310 |
| Previous Close: |
1.420 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
+10.00% |
| 1 Month |
|
|
+19.17% |
| 3 Months |
|
|
+53.76% |
| YTD |
|
|
+68.24% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.480 |
1.300 |
| 1M High / 1M Low: |
1.480 |
1.130 |
| 6M High / 6M Low: |
1.480 |
0.700 |
| High (YTD): |
28/08/2024 |
1.480 |
| Low (YTD): |
13/06/2024 |
0.700 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.388 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.254 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
1.068 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
71.03% |
| Volatility 6M: |
|
83.37% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
