Soc. Generale Call 54 TSN 20.09.2.../  DE000SU0ADB5  /

Frankfurt Zert./SG
2024-07-25  9:41:27 PM Chg.+0.090 Bid9:59:09 PM Ask9:59:09 PM Underlying Strike price Expiration date Option type
0.680EUR +15.25% 0.670
Bid Size: 6,000
0.680
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: 0.530
High: 0.680
Low: 0.530
Previous Close: 0.590
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week  
+7.94%
1 Month  
+51.11%
3 Months
  -19.05%
YTD  
+36.00%
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:   -