Soc. Generale Call 55 TSN 21.03.2025
/ DE000SU0ADF6
Soc. Generale Call 55 TSN 21.03.2.../ DE000SU0ADF6 /
| 27/09/2024 08:29:56 |
Chg.+0.100 |
Bid19:49:53 |
Ask19:49:53 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.580EUR |
+20.83% |
0.670
Bid Size: 40,000 |
0.680
Ask Size: 40,000 |
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: |
8.17 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.57 |
| Intrinsic value: |
0.39 |
| Implied volatility: |
0.27 |
| Historic volatility: |
0.20 |
| Parity: |
0.39 |
| Time value: |
0.26 |
| Break-even: |
55.71 |
| Moneyness: |
1.08 |
| Premium: |
0.05 |
| Premium p.a.: |
0.11 |
| Spread abs.: |
0.01 |
| Spread %: |
1.56% |
| Delta: |
0.72 |
| Theta: |
-0.01 |
| Omega: |
5.90 |
| Rho: |
0.15 |
Quote data
| Open: |
0.580 |
| High: |
0.580 |
| Low: |
0.580 |
| Previous Close: |
0.480 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-21.62% |
| 1 Month |
|
|
-37.63% |
| 3 Months |
|
|
+5.45% |
| YTD |
|
|
-4.92% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.740 |
0.480 |
| 1M High / 1M Low: |
1.100 |
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: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.620 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.858 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.733 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
134.25% |
| Volatility 6M: |
|
113.99% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
