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Soc. Generale Call 55 TSN 21.03.2.../  DE000SU0ADF6  /

EUWAX
18/10/2024  08:42:18 Chg.-0.050 Bid22:00:36 Ask22:00:36 Underlying Strike price Expiration date Option type
0.600EUR -7.69% -
Bid Size: -		 -
Ask Size: -		 Tyson Foods 55.00 USD 21/03/2025 Call
 

Master data

WKN: SU0ADF
Issuer: Société Générale
Currency: EUR
Underlying: Tyson Foods
Type: Warrant
Option type: Call
Strike price: 55.00 USD
Maturity: 21/03/2025
Issue date: 04/10/2023
Last trading day: 20/03/2025
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 8.00
Leverage: Yes

Calculated values

Fair value: 0.61
Intrinsic value: 0.46
Implied volatility: 0.27
Historic volatility: 0.20
Parity: 0.46
Time value: 0.23
Break-even: 57.51
Moneyness: 1.09
Premium: 0.04
Premium p.a.: 0.10
Spread abs.: 0.01
Spread %: 1.47%
Delta: 0.75
Theta: -0.01
Omega: 5.97
Rho: 0.14
 

Quote data

Open: 0.600
High: 0.600
Low: 0.600
Previous Close: 0.650
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+17.65%
1 Month
  -18.92%
3 Months
  -20.00%
YTD
  -1.64%
1 Year  
+42.86%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.650 0.550
1M High / 1M Low: 0.740 0.480
6M High / 6M Low: 1.100 0.390
High (YTD): 09/09/2024 1.100
Low (YTD): 17/06/2024 0.390
52W High: 09/09/2024 1.100
52W Low: 13/11/2023 0.310
Avg. price 1W:   0.608
Avg. volume 1W:   0.000
Avg. price 1M:   0.585
Avg. volume 1M:   0.000
Avg. price 6M:   0.706
Avg. volume 6M:   0.000
Avg. price 1Y:   0.640
Avg. volume 1Y:   0.000
Volatility 1M:   149.47%
Volatility 6M:   117.46%
Volatility 1Y:   113.80%
Volatility 3Y:   -