Soc. Generale Call 55 TSN 20.06.2025
/ DE000SU2YRU1
Soc. Generale Call 55 TSN 20.06.2.../ DE000SU2YRU1 /
| 26/07/2024 08:27:41 |
Chg.+0.070 |
Bid13:12:50 |
Ask13:12:50 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.850EUR |
+8.97% |
0.860
Bid Size: 8,000 |
0.970
Ask Size: 8,000 |
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: |
6.04 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.80 |
| Intrinsic value: |
0.49 |
| Implied volatility: |
0.27 |
| Historic volatility: |
0.20 |
| Parity: |
0.49 |
| Time value: |
0.43 |
| Break-even: |
59.88 |
| Moneyness: |
1.10 |
| Premium: |
0.08 |
| Premium p.a.: |
0.09 |
| Spread abs.: |
0.01 |
| Spread %: |
1.10% |
| Delta: |
0.73 |
| Theta: |
-0.01 |
| Omega: |
4.41 |
| Rho: |
0.28 |
Quote data
| Open: |
0.850 |
| High: |
0.850 |
| Low: |
0.850 |
| Previous Close: |
0.780 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-1.16% |
| 1 Month |
|
|
+26.87% |
| 3 Months |
|
|
-15.00% |
| YTD |
|
|
+25.00% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.860 |
0.770 |
| 1M High / 1M Low: |
0.860 |
0.560 |
| 6M High / 6M Low: |
1.080 |
0.480 |
| High (YTD): |
06/05/2024 |
1.080 |
| Low (YTD): |
17/06/2024 |
0.480 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.798 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.678 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.746 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
96.92% |
| Volatility 6M: |
|
100.86% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
