Soc. Generale Call 52 TSN 20.12.2024
/ DE000SU2P7P8
Soc. Generale Call 52 TSN 20.12.2.../ DE000SU2P7P8 /
| 2024-07-05 8:56:56 AM |
Chg.-0.010 |
Bid10:00:32 PM |
Ask10:00:32 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.620EUR |
-1.59% |
-
Bid Size: - |
-
Ask Size: - |
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: |
8.20 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.55 |
| Intrinsic value: |
0.37 |
| Implied volatility: |
0.27 |
| Historic volatility: |
0.20 |
| Parity: |
0.37 |
| Time value: |
0.26 |
| Break-even: |
54.27 |
| Moneyness: |
1.08 |
| Premium: |
0.05 |
| Premium p.a.: |
0.11 |
| Spread abs.: |
0.01 |
| Spread %: |
1.61% |
| Delta: |
0.72 |
| Theta: |
-0.01 |
| Omega: |
5.92 |
| Rho: |
0.14 |
Quote data
| Open: |
0.620 |
| High: |
0.620 |
| Low: |
0.620 |
| Previous Close: |
0.630 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+5.08% |
| 1 Month |
|
|
+3.33% |
| 3 Months |
|
|
-34.04% |
| YTD |
|
|
-7.46% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.650 |
0.620 |
| 1M High / 1M Low: |
0.680 |
0.440 |
| 6M High / 6M Low: |
1.100 |
0.440 |
| High (YTD): |
2024-05-06 |
1.100 |
| Low (YTD): |
2024-06-14 |
0.440 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.636 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.580 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.736 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
129.10% |
| Volatility 6M: |
|
105.56% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
