Soc. Generale Call 55 TSN 16.01.2026
/ DE000SW8Q0X6
Soc. Generale Call 55 TSN 16.01.2.../ DE000SW8Q0X6 /
06/09/2024 14:52:23 |
Chg.-0.040 |
Bid15:03:36 |
Ask15:03:36 |
Underlying |
Strike price |
Expiration date |
Option type |
1.290EUR |
-3.01% |
1.290 Bid Size: 7,000 |
1.410 Ask Size: 7,000 |
Tyson Foods |
55.00 USD |
16/01/2026 |
Call |
Master data
WKN: |
SW8Q0X |
Issuer: |
Société Générale |
Currency: |
EUR |
Underlying: |
Tyson Foods |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
55.00 USD |
Maturity: |
16/01/2026 |
Issue date: |
08/04/2024 |
Last trading day: |
15/01/2026 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
4.37 |
Leverage: |
Yes |
Calculated values
Fair value: |
1.25 |
Intrinsic value: |
0.91 |
Implied volatility: |
0.25 |
Historic volatility: |
0.19 |
Parity: |
0.91 |
Time value: |
0.43 |
Break-even: |
62.90 |
Moneyness: |
1.18 |
Premium: |
0.07 |
Premium p.a.: |
0.05 |
Spread abs.: |
0.01 |
Spread %: |
0.75% |
Delta: |
0.82 |
Theta: |
-0.01 |
Omega: |
3.57 |
Rho: |
0.47 |
Quote data
Open: |
1.260 |
High: |
1.300 |
Low: |
1.260 |
Previous Close: |
1.330 |
Turnover: |
0.000 |
Market phase: |
PRE CALL |
All quotes in EUR
Performance
1 Week |
|
|
+0.78% |
1 Month |
|
|
+12.17% |
3 Months |
|
|
+57.32% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
1.370 |
1.210 |
1M High / 1M Low: |
1.370 |
1.010 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
1.302 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
1.171 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
68.74% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |