Soc. Generale Call 55 TSN 20.06.2025
/ DE000SU2YRU1
Soc. Generale Call 55 TSN 20.06.2.../ DE000SU2YRU1 /
| 04/10/2024 21:50:44 |
Chg.+0.050 |
Bid21:58:54 |
Ask21:58:54 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.710EUR |
+7.58% |
0.700
Bid Size: 7,000 |
0.710
Ask Size: 7,000 |
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: |
7.51 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.60 |
| Intrinsic value: |
0.32 |
| Implied volatility: |
0.27 |
| Historic volatility: |
0.20 |
| Parity: |
0.32 |
| Time value: |
0.39 |
| Break-even: |
57.21 |
| Moneyness: |
1.06 |
| Premium: |
0.07 |
| Premium p.a.: |
0.10 |
| Spread abs.: |
0.01 |
| Spread %: |
1.43% |
| Delta: |
0.69 |
| Theta: |
-0.01 |
| Omega: |
5.18 |
| Rho: |
0.21 |
Quote data
| Open: |
0.600 |
| High: |
0.710 |
| Low: |
0.600 |
| Previous Close: |
0.660 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
-6.58% |
| 1 Month |
|
|
-40.83% |
| 3 Months |
|
|
+10.94% |
| YTD |
|
|
+4.41% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.770 |
0.660 |
| 1M High / 1M Low: |
1.260 |
0.640 |
| 6M High / 6M Low: |
1.260 |
0.530 |
| High (YTD): |
06/09/2024 |
1.260 |
| Low (YTD): |
13/06/2024 |
0.530 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.722 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.874 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.872 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
129.91% |
| Volatility 6M: |
|
99.89% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
