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

EUWAX
05/07/2024  08:56:56 Chg.0.000 Bid22:00:32 Ask22:00:32 Underlying Strike price Expiration date Option type
0.500EUR 0.00% -
Bid Size: -
-
Ask Size: -
Tyson Foods 54.00 USD 20/12/2024 Call
 

Master data

WKN: SU2P7Q
Issuer: Société Générale
Currency: EUR
Underlying: Tyson Foods
Type: Warrant
Option type: Call
Strike price: 54.00 USD
Maturity: 20/12/2024
Issue date: 23/11/2023
Last trading day: 19/12/2024
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 10.13
Leverage: Yes

Calculated values

Fair value: 0.43
Intrinsic value: 0.19
Implied volatility: 0.27
Historic volatility: 0.20
Parity: 0.19
Time value: 0.32
Break-even: 54.92
Moneyness: 1.04
Premium: 0.06
Premium p.a.: 0.14
Spread abs.: 0.01
Spread %: 2.00%
Delta: 0.65
Theta: -0.01
Omega: 6.59
Rho: 0.13
 

Quote data

Open: 0.500
High: 0.500
Low: 0.500
Previous Close: 0.500
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+4.17%
1 Month  
+2.04%
3 Months
  -39.02%
YTD
  -13.79%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.530 0.500
1M High / 1M Low: 0.560 0.340
6M High / 6M Low: 0.970 0.340
High (YTD): 06/05/2024 0.970
Low (YTD): 14/06/2024 0.340
52W High: - -
52W Low: - -
Avg. price 1W:   0.510
Avg. volume 1W:   0.000
Avg. price 1M:   0.467
Avg. volume 1M:   0.000
Avg. price 6M:   0.626
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   145.09%
Volatility 6M:   115.10%
Volatility 1Y:   -
Volatility 3Y:   -