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: |
|
- |