Soc. Generale Call 55 TSN 21.03.2025
/ DE000SU0ADF6
Soc. Generale Call 55 TSN 21.03.2.../ DE000SU0ADF6 /
| 2024-07-25 9:42:41 PM |
Chg.+0.060 |
Bid9:58:31 PM |
Ask9:58:31 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.810EUR |
+8.00% |
0.810
Bid Size: 8,000 |
0.820
Ask Size: 8,000 |
Tyson Foods |
55.00 USD |
2025-03-21 |
Call |
Master data
| WKN: |
SU0ADF |
| Issuer: |
Société Générale |
| Currency: |
EUR |
| Underlying: |
Tyson Foods |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
55.00 USD |
| Maturity: |
2025-03-21 |
| Issue date: |
2023-10-04 |
| Last trading day: |
2025-03-20 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
7.12 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.66 |
| Intrinsic value: |
0.40 |
| Implied volatility: |
0.28 |
| Historic volatility: |
0.20 |
| Parity: |
0.40 |
| Time value: |
0.37 |
| Break-even: |
58.45 |
| Moneyness: |
1.08 |
| Premium: |
0.07 |
| Premium p.a.: |
0.10 |
| Spread abs.: |
0.01 |
| Spread %: |
1.32% |
| Delta: |
0.71 |
| Theta: |
-0.01 |
| Omega: |
5.07 |
| Rho: |
0.21 |
Quote data
| Open: |
0.700 |
| High: |
0.820 |
| Low: |
0.700 |
| Previous Close: |
0.750 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
+5.19% |
| 1 Month |
|
|
+32.79% |
| 3 Months |
|
|
-16.49% |
| YTD |
|
|
+32.79% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.810 |
0.740 |
| 1M High / 1M Low: |
0.810 |
0.520 |
| 6M High / 6M Low: |
1.020 |
0.440 |
| High (YTD): |
2024-05-03 |
1.020 |
| Low (YTD): |
2024-06-13 |
0.440 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.764 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.646 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.698 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
114.12% |
| Volatility 6M: |
|
105.76% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
