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

EUWAX
09/08/2024  08:26:16 Chg.+0.060 Bid14:59:01 Ask14:59:01 Underlying Strike price Expiration date Option type
0.910EUR +7.06% 0.940
Bid Size: 7,000
1.060
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: 5.67
Leverage: Yes

Calculated values

Fair value: 0.90
Intrinsic value: 0.63
Implied volatility: 0.26
Historic volatility: 0.20
Parity: 0.63
Time value: 0.37
Break-even: 60.39
Moneyness: 1.13
Premium: 0.07
Premium p.a.: 0.08
Spread abs.: 0.01
Spread %: 1.01%
Delta: 0.77
Theta: -0.01
Omega: 4.35
Rho: 0.29
 

Quote data

Open: 0.910
High: 0.910
Low: 0.910
Previous Close: 0.850
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+2.25%
1 Month  
+49.18%
3 Months  
+10.98%
YTD  
+33.82%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.980 0.850
1M High / 1M Low: 0.980 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:   0.896
Avg. volume 1W:   0.000
Avg. price 1M:   0.783
Avg. volume 1M:   0.000
Avg. price 6M:   0.755
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   104.16%
Volatility 6M:   99.76%
Volatility 1Y:   -
Volatility 3Y:   -