Soc. Generale Call 55 TSN 20.06.2.../  DE000SU2YRU1  /

EUWAX
29/08/2024  08:27:38 Chg.+0.14 Bid22:00:39 Ask22:00:39 Underlying Strike price Expiration date Option type
1.15EUR +13.86% -
Bid Size: -
-
Ask Size: -
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: 4.84
Leverage: Yes

Calculated values

Fair value: 1.15
Intrinsic value: 0.96
Implied volatility: 0.25
Historic volatility: 0.19
Parity: 0.96
Time value: 0.26
Break-even: 61.64
Moneyness: 1.19
Premium: 0.04
Premium p.a.: 0.05
Spread abs.: 0.01
Spread %: 0.83%
Delta: 0.85
Theta: -0.01
Omega: 4.10
Rho: 0.31
 

Quote data

Open: 1.15
High: 1.15
Low: 1.15
Previous Close: 1.01
Turnover: 0.00
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+19.79%
1 Month  
+29.21%
3 Months  
+64.29%
YTD  
+69.12%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 1.03 0.95
1M High / 1M Low: 1.03 0.79
6M High / 6M Low: 1.08 0.48
High (YTD): 06/05/2024 1.08
Low (YTD): 17/06/2024 0.48
52W High: - -
52W Low: - -
Avg. price 1W:   0.99
Avg. volume 1W:   0.00
Avg. price 1M:   0.91
Avg. volume 1M:   0.00
Avg. price 6M:   0.79
Avg. volume 6M:   0.00
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   88.83%
Volatility 6M:   98.70%
Volatility 1Y:   -
Volatility 3Y:   -