Soc. Generale Call 54 TSN 20.12.2024
/ DE000SU2P7Q6
Soc. Generale Call 54 TSN 20.12.2.../ DE000SU2P7Q6 /
| 9/3/2024 4:54:42 PM |
Chg.+0.150 |
Bid5:35:37 PM |
Ask5:35:37 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.100EUR |
+15.79% |
1.090
Bid Size: 35,000 |
1.100
Ask Size: 35,000 |
Tyson Foods |
54.00 USD |
12/20/2024 |
Call |
Master data
| WKN: |
SU2P7Q |
| Issuer: |
Société Générale |
| Currency: |
EUR |
| Underlying: |
Tyson Foods |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
54.00 USD |
| Maturity: |
12/20/2024 |
| Issue date: |
11/23/2023 |
| Last trading day: |
12/19/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
5.48 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.99 |
| Intrinsic value: |
0.93 |
| Implied volatility: |
0.33 |
| Historic volatility: |
0.19 |
| Parity: |
0.93 |
| Time value: |
0.13 |
| Break-even: |
59.39 |
| Moneyness: |
1.19 |
| Premium: |
0.02 |
| Premium p.a.: |
0.08 |
| Spread abs.: |
0.01 |
| Spread %: |
0.95% |
| Delta: |
0.87 |
| Theta: |
-0.01 |
| Omega: |
4.75 |
| Rho: |
0.12 |
Quote data
| Open: |
0.940 |
| High: |
1.100 |
| Low: |
0.940 |
| Previous Close: |
0.950 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
+11.11% |
| 1 Month |
|
|
+26.44% |
| 3 Months |
|
|
+83.33% |
| YTD |
|
|
+89.66% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.100 |
0.950 |
| 1M High / 1M Low: |
1.100 |
0.740 |
| 6M High / 6M Low: |
1.100 |
0.400 |
| High (YTD): |
8/28/2024 |
1.100 |
| Low (YTD): |
6/14/2024 |
0.400 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.026 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.900 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.735 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
98.94% |
| Volatility 6M: |
|
110.84% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
