Soc. Generale Call 54 TSN 20.09.2024
/ DE000SU0ADB5
Soc. Generale Call 54 TSN 20.09.2.../ DE000SU0ADB5 /
02/09/2024 08:41:31 |
Chg.-0.010 |
Bid19:35:50 |
Ask19:35:50 |
Underlying |
Strike price |
Expiration date |
Option type |
0.760EUR |
-1.30% |
0.740 Bid Size: 5,000 |
- Ask Size: - |
Tyson Foods |
54.00 USD |
20/09/2024 |
Call |
Master data
WKN: |
SU0ADB |
Issuer: |
Société Générale |
Currency: |
EUR |
Underlying: |
Tyson Foods |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
54.00 USD |
Maturity: |
20/09/2024 |
Issue date: |
04/10/2023 |
Last trading day: |
19/09/2024 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
6.13 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.94 |
Intrinsic value: |
0.93 |
Implied volatility: |
0.45 |
Historic volatility: |
0.19 |
Parity: |
0.93 |
Time value: |
0.02 |
Break-even: |
58.39 |
Moneyness: |
1.19 |
Premium: |
0.00 |
Premium p.a.: |
0.06 |
Spread abs.: |
0.00 |
Spread %: |
0.00% |
Delta: |
0.97 |
Theta: |
-0.02 |
Omega: |
5.92 |
Rho: |
0.02 |
Quote data
Open: |
0.760 |
High: |
0.760 |
Low: |
0.760 |
Previous Close: |
0.770 |
Turnover: |
- |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
+13.43% |
1 Month |
|
|
+18.75% |
3 Months |
|
|
+76.74% |
YTD |
|
|
+55.10% |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.880 |
0.670 |
1M High / 1M Low: |
0.880 |
0.490 |
6M High / 6M Low: |
0.880 |
0.220 |
High (YTD): |
29/08/2024 |
0.880 |
Low (YTD): |
14/06/2024 |
0.220 |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.752 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.634 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
0.547 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
171.99% |
Volatility 6M: |
|
158.22% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |