Soc. Generale Call 52 TSN 20.09.2024
/ DE000SU0ADA7
Soc. Generale Call 52 TSN 20.09.2.../ DE000SU0ADA7 /
| 2024-07-11 9:40:26 PM |
Chg.+0.040 |
Bid9:59:11 PM |
Ask9:59:11 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.560EUR |
+7.69% |
0.560
Bid Size: 7,000 |
0.570
Ask Size: 7,000 |
Tyson Foods |
52.00 USD |
2024-09-20 |
Call |
Master data
| WKN: |
SU0ADA |
| Issuer: |
Société Générale |
| Currency: |
EUR |
| Underlying: |
Tyson Foods |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
52.00 USD |
| Maturity: |
2024-09-20 |
| Issue date: |
2023-10-04 |
| Last trading day: |
2024-09-19 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
9.65 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.48 |
| Intrinsic value: |
0.41 |
| Implied volatility: |
0.30 |
| Historic volatility: |
0.20 |
| Parity: |
0.41 |
| Time value: |
0.13 |
| Break-even: |
53.40 |
| Moneyness: |
1.09 |
| Premium: |
0.03 |
| Premium p.a.: |
0.14 |
| Spread abs.: |
0.01 |
| Spread %: |
1.89% |
| Delta: |
0.77 |
| Theta: |
-0.02 |
| Omega: |
7.43 |
| Rho: |
0.07 |
Quote data
| Open: |
0.450 |
| High: |
0.590 |
| Low: |
0.450 |
| Previous Close: |
0.520 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
+9.80% |
| 1 Month |
|
|
+7.69% |
| 3 Months |
|
|
-36.36% |
| YTD |
|
|
-6.67% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.560 |
0.500 |
| 1M High / 1M Low: |
0.660 |
0.390 |
| 6M High / 6M Low: |
1.050 |
0.390 |
| High (YTD): |
2024-05-03 |
1.050 |
| Low (YTD): |
2024-06-13 |
0.390 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.518 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.526 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.673 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
193.21% |
| Volatility 6M: |
|
126.64% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
