Soc. Generale Call 52 TSN 20.09.2024
/ DE000SU0ADA7
Soc. Generale Call 52 TSN 20.09.2.../ DE000SU0ADA7 /
| 7/12/2024 9:48:23 PM |
Chg.+0.030 |
Bid9:59:49 PM |
Ask9:59:49 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.590EUR |
+5.36% |
0.590
Bid Size: 7,000 |
0.600
Ask Size: 7,000 |
Tyson Foods |
52.00 USD |
9/20/2024 |
Call |
Master data
| WKN: |
SU0ADA |
| Issuer: |
Société Générale |
| Currency: |
EUR |
| Underlying: |
Tyson Foods |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
52.00 USD |
| Maturity: |
9/20/2024 |
| Issue date: |
10/4/2023 |
| Last trading day: |
9/19/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
8.62 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.54 |
| Intrinsic value: |
0.49 |
| Implied volatility: |
0.32 |
| Historic volatility: |
0.20 |
| Parity: |
0.49 |
| Time value: |
0.12 |
| Break-even: |
53.78 |
| Moneyness: |
1.10 |
| Premium: |
0.02 |
| Premium p.a.: |
0.13 |
| Spread abs.: |
0.01 |
| Spread %: |
1.67% |
| Delta: |
0.79 |
| Theta: |
-0.02 |
| Omega: |
6.85 |
| Rho: |
0.07 |
Quote data
| Open: |
0.500 |
| High: |
0.610 |
| Low: |
0.500 |
| Previous Close: |
0.560 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
+18.00% |
| 1 Month |
|
|
+51.28% |
| 3 Months |
|
|
-23.38% |
| YTD |
|
|
-1.67% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.590 |
0.500 |
| 1M High / 1M Low: |
0.660 |
0.390 |
| 6M High / 6M Low: |
1.050 |
0.390 |
| High (YTD): |
5/3/2024 |
1.050 |
| Low (YTD): |
6/13/2024 |
0.390 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.546 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.534 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.672 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
179.74% |
| Volatility 6M: |
|
126.92% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
