Soc. Generale Call 54 TSN 20.09.2024
/ DE000SU0ADB5
Soc. Generale Call 54 TSN 20.09.2.../ DE000SU0ADB5 /
| 2024-07-26 8:44:50 AM |
Chg.-0.080 |
Bid9:00:56 AM |
Ask9:00:56 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.600EUR |
-11.76% |
0.600
Bid Size: 6,000 |
0.770
Ask Size: 6,000 |
Tyson Foods |
54.00 USD |
2024-09-20 |
Call |
Master data
| WKN: |
SU0ADB |
| Issuer: |
Société Générale |
| Currency: |
EUR |
| Underlying: |
Tyson Foods |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
54.00 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: |
8.98 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.54 |
| Intrinsic value: |
0.50 |
| Implied volatility: |
0.33 |
| Historic volatility: |
0.20 |
| Parity: |
0.50 |
| Time value: |
0.11 |
| Break-even: |
55.92 |
| Moneyness: |
1.10 |
| Premium: |
0.02 |
| Premium p.a.: |
0.14 |
| Spread abs.: |
0.01 |
| Spread %: |
1.67% |
| Delta: |
0.80 |
| Theta: |
-0.02 |
| Omega: |
7.18 |
| Rho: |
0.06 |
Quote data
| Open: |
0.600 |
| High: |
0.600 |
| Low: |
0.600 |
| Previous Close: |
0.680 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
-4.76% |
| 1 Month |
|
|
+33.33% |
| 3 Months |
|
|
-28.57% |
| YTD |
|
|
+20.00% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.680 |
0.590 |
| 1M High / 1M Low: |
0.700 |
0.350 |
| 6M High / 6M Low: |
0.910 |
0.280 |
| High (YTD): |
2024-05-03 |
0.910 |
| Low (YTD): |
2024-06-14 |
0.280 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.620 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.495 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.557 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
176.85% |
| Volatility 6M: |
|
150.18% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
