Soc. Generale Call 55 TSN 20.06.2025
/ DE000SU2YRU1
Soc. Generale Call 55 TSN 20.06.2.../ DE000SU2YRU1 /
| 05/07/2024 12:43:27 |
Chg.+0.020 |
Bid05/07/2024 |
Ask05/07/2024 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.650EUR |
+3.17% |
0.650
Bid Size: 9,000 |
0.750
Ask Size: 9,000 |
Tyson Foods |
55.00 USD |
20/06/2025 |
Call |
Master data
| WKN: |
SU2YRU |
| Issuer: |
Société Générale |
| Currency: |
EUR |
| Underlying: |
Tyson Foods |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
55.00 USD |
| Maturity: |
20/06/2025 |
| Issue date: |
29/11/2023 |
| Last trading day: |
19/06/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
7.81 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.58 |
| Intrinsic value: |
0.15 |
| Implied volatility: |
0.25 |
| Historic volatility: |
0.20 |
| Parity: |
0.15 |
| Time value: |
0.52 |
| Break-even: |
57.58 |
| Moneyness: |
1.03 |
| Premium: |
0.10 |
| Premium p.a.: |
0.10 |
| Spread abs.: |
0.01 |
| Spread %: |
1.52% |
| Delta: |
0.65 |
| Theta: |
-0.01 |
| Omega: |
5.07 |
| Rho: |
0.26 |
Quote data
| Open: |
0.630 |
| High: |
0.650 |
| Low: |
0.630 |
| Previous Close: |
0.630 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
-7.14% |
| 1 Month |
|
|
-4.41% |
| 3 Months |
|
|
-31.58% |
| YTD |
|
|
-4.41% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.730 |
0.610 |
| 1M High / 1M Low: |
0.750 |
0.530 |
| 6M High / 6M Low: |
1.120 |
0.530 |
| High (YTD): |
03/05/2024 |
1.120 |
| Low (YTD): |
13/06/2024 |
0.530 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.676 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.647 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.780 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
120.31% |
| Volatility 6M: |
|
92.09% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
