Soc. Generale Call 52 TSN 20.09.2024
/ DE000SU0ADA7
Soc. Generale Call 52 TSN 20.09.2.../ DE000SU0ADA7 /
| 08/08/2024 13:14:48 |
Chg.-0.150 |
Bid13:50:37 |
Ask- |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.740EUR |
-16.85% |
0.740
Bid Size: 5,000 |
-
Ask Size: - |
Tyson Foods |
52.00 USD |
20/09/2024 |
Call |
Master data
| WKN: |
SU0ADA |
| Issuer: |
Société Générale |
| Currency: |
EUR |
| Underlying: |
Tyson Foods |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
52.00 USD |
| Maturity: |
20/09/2024 |
| Issue date: |
04/10/2023 |
| Last trading day: |
19/09/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
6.36 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.86 |
| Intrinsic value: |
0.84 |
| Implied volatility: |
0.35 |
| Historic volatility: |
0.20 |
| Parity: |
0.84 |
| Time value: |
0.04 |
| Break-even: |
56.39 |
| Moneyness: |
1.18 |
| Premium: |
0.01 |
| Premium p.a.: |
0.07 |
| Spread abs.: |
0.00 |
| Spread %: |
0.00% |
| Delta: |
0.93 |
| Theta: |
-0.02 |
| Omega: |
5.88 |
| Rho: |
0.05 |
Quote data
| Open: |
0.670 |
| High: |
0.760 |
| Low: |
0.670 |
| Previous Close: |
0.890 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
-16.85% |
| 1 Month |
|
|
+32.14% |
| 3 Months |
|
|
-8.64% |
| YTD |
|
|
+23.33% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.030 |
0.890 |
| 1M High / 1M Low: |
1.030 |
0.500 |
| 6M High / 6M Low: |
1.050 |
0.390 |
| High (YTD): |
03/05/2024 |
1.050 |
| Low (YTD): |
13/06/2024 |
0.390 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.926 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.777 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.702 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
124.03% |
| Volatility 6M: |
|
126.98% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
