Soc. Generale Call 54 TSN 20.12.2.../  DE000SU2P7Q6  /

EUWAX
2024-07-26  8:55:58 AM Chg.+0.060 Bid10:00:35 PM Ask10:00:35 PM Underlying Strike price Expiration date Option type
0.720EUR +9.09% -
Bid Size: -
-
Ask Size: -
Tyson Foods 54.00 USD 2024-12-20 Call
 

Master data

WKN: SU2P7Q
Issuer: Société Générale
Currency: EUR
Underlying: Tyson Foods
Type: Warrant
Option type: Call
Strike price: 54.00 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: 6.61
Leverage: Yes

Calculated values

Fair value: 0.77
Intrinsic value: 0.65
Implied volatility: 0.30
Historic volatility: 0.20
Parity: 0.65
Time value: 0.20
Break-even: 58.24
Moneyness: 1.13
Premium: 0.04
Premium p.a.: 0.09
Spread abs.: 0.01
Spread %: 1.19%
Delta: 0.79
Theta: -0.01
Omega: 5.26
Rho: 0.14
 

Quote data

Open: 0.720
High: 0.720
Low: 0.720
Previous Close: 0.660
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week     0.00%
1 Month  
+50.00%
3 Months
  -17.24%
YTD  
+24.14%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.720 0.640
1M High / 1M Low: 0.720 0.420
6M High / 6M Low: 0.970 0.340
High (YTD): 2024-05-06 0.970
Low (YTD): 2024-06-14 0.340
52W High: - -
52W Low: - -
Avg. price 1W:   0.670
Avg. volume 1W:   0.000
Avg. price 1M:   0.558
Avg. volume 1M:   0.000
Avg. price 6M:   0.623
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   136.73%
Volatility 6M:   122.83%
Volatility 1Y:   -
Volatility 3Y:   -