Soc. Generale Call 55 TSN 20.06.2025
/ DE000SU2YRU1
Soc. Generale Call 55 TSN 20.06.2.../ DE000SU2YRU1 /
| 2024-11-07 9:37:09 PM |
Chg.-0.030 |
Bid9:58:01 PM |
Ask9:58:01 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.690EUR |
-4.17% |
0.680
Bid Size: 6,000 |
0.690
Ask Size: 6,000 |
Tyson Foods |
55.00 USD |
2025-06-20 |
Call |
Master data
| WKN: |
SU2YRU |
| Issuer: |
Société Générale |
| Currency: |
EUR |
| Underlying: |
Tyson Foods |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
55.00 USD |
| Maturity: |
2025-06-20 |
| Issue date: |
2023-11-29 |
| Last trading day: |
2025-06-19 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
7.55 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.62 |
| Intrinsic value: |
0.39 |
| Implied volatility: |
0.27 |
| Historic volatility: |
0.20 |
| Parity: |
0.39 |
| Time value: |
0.34 |
| Break-even: |
58.55 |
| Moneyness: |
1.08 |
| Premium: |
0.06 |
| Premium p.a.: |
0.10 |
| Spread abs.: |
0.01 |
| Spread %: |
1.39% |
| Delta: |
0.70 |
| Theta: |
-0.01 |
| Omega: |
5.32 |
| Rho: |
0.19 |
Quote data
| Open: |
0.650 |
| High: |
0.710 |
| Low: |
0.650 |
| Previous Close: |
0.720 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
+9.52% |
| 1 Month |
|
|
+1.47% |
| 3 Months |
|
|
-27.37% |
| YTD |
|
|
+1.47% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.720 |
0.610 |
| 1M High / 1M Low: |
0.840 |
0.610 |
| 6M High / 6M Low: |
1.260 |
0.530 |
| High (YTD): |
2024-09-06 |
1.260 |
| Low (YTD): |
2024-06-13 |
0.530 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.668 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.706 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.824 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
81.11% |
| Volatility 6M: |
|
96.07% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
