Soc. Generale Call 52 TSN 20.12.2024
/ DE000SU2P7P8
Soc. Generale Call 52 TSN 20.12.2.../ DE000SU2P7P8 /
| 18/09/2024 19:16:11 |
Chg.+0.020 |
Bid19:23:31 |
Ask19:23:31 |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.000EUR |
+2.04% |
0.990
Bid Size: 35,000 |
1.000
Ask Size: 35,000 |
Tyson Foods |
52.00 USD |
20/12/2024 |
Call |
Master data
| WKN: |
SU2P7P |
| Issuer: |
Société Générale |
| Currency: |
EUR |
| Underlying: |
Tyson Foods |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
52.00 USD |
| Maturity: |
20/12/2024 |
| Issue date: |
23/11/2023 |
| Last trading day: |
19/12/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
5.56 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.93 |
| Intrinsic value: |
0.88 |
| Implied volatility: |
0.36 |
| Historic volatility: |
0.20 |
| Parity: |
0.88 |
| Time value: |
0.12 |
| Break-even: |
56.75 |
| Moneyness: |
1.19 |
| Premium: |
0.02 |
| Premium p.a.: |
0.09 |
| Spread abs.: |
0.01 |
| Spread %: |
1.01% |
| Delta: |
0.86 |
| Theta: |
-0.02 |
| Omega: |
4.78 |
| Rho: |
0.10 |
Quote data
| Open: |
0.880 |
| High: |
1.010 |
| Low: |
0.880 |
| Previous Close: |
0.980 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
+2.04% |
| 1 Month |
|
|
+4.17% |
| 3 Months |
|
|
+72.41% |
| YTD |
|
|
+47.06% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.000 |
0.950 |
| 1M High / 1M Low: |
1.350 |
0.950 |
| 6M High / 6M Low: |
1.350 |
0.500 |
| High (YTD): |
09/09/2024 |
1.350 |
| Low (YTD): |
13/06/2024 |
0.500 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.980 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.132 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.902 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
124.23% |
| Volatility 6M: |
|
105.26% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
