Soc. Generale Call 52 TSN 20.12.2024
/ DE000SU2P7P8
Soc. Generale Call 52 TSN 20.12.2.../ DE000SU2P7P8 /
2024-07-26 9:39:59 PM |
Chg.+0.040 |
Bid9:58:57 PM |
Ask9:58:57 PM |
Underlying |
Strike price |
Expiration date |
Option type |
0.990EUR |
+4.21% |
0.990 Bid Size: 6,000 |
1.000 Ask Size: 6,000 |
Tyson Foods |
52.00 USD |
2024-12-20 |
Call |
Master data
WKN: |
SU2P7P |
Issuer: |
Société Générale |
Currency: |
EUR |
Underlying: |
Tyson Foods |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
52.00 USD |
Maturity: |
2024-12-20 |
Issue date: |
2023-11-23 |
Last trading day: |
2024-12-19 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
5.62 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.92 |
Intrinsic value: |
0.83 |
Implied volatility: |
0.31 |
Historic volatility: |
0.20 |
Parity: |
0.83 |
Time value: |
0.17 |
Break-even: |
57.90 |
Moneyness: |
1.17 |
Premium: |
0.03 |
Premium p.a.: |
0.08 |
Spread abs.: |
0.01 |
Spread %: |
1.01% |
Delta: |
0.84 |
Theta: |
-0.01 |
Omega: |
4.72 |
Rho: |
0.15 |
Quote data
Open: |
0.860 |
High: |
0.990 |
Low: |
0.860 |
Previous Close: |
0.950 |
Turnover: |
0.000 |
Market phase: |
CL |
All quotes in EUR
Performance
1 Week |
|
|
+11.24% |
1 Month |
|
|
+41.43% |
3 Months |
|
|
-8.33% |
YTD |
|
|
+45.59% |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.990 |
0.850 |
1M High / 1M Low: |
0.990 |
0.600 |
6M High / 6M Low: |
1.140 |
0.500 |
High (YTD): |
2024-05-03 |
1.140 |
Low (YTD): |
2024-06-13 |
0.500 |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.904 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.765 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
0.787 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
110.75% |
Volatility 6M: |
|
105.84% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |