Soc. Generale Call 56 TSN 20.09.2024
/ DE000SU0ADC3
Soc. Generale Call 56 TSN 20.09.2.../ DE000SU0ADC3 /
| 26/07/2024 21:44:50 |
Chg.+0.040 |
Bid21:58:51 |
Ask21:58:51 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.570EUR |
+7.55% |
0.570
Bid Size: 7,000 |
0.580
Ask Size: 7,000 |
Tyson Foods |
56.00 USD |
20/09/2024 |
Call |
Master data
| WKN: |
SU0ADC |
| Issuer: |
Société Générale |
| Currency: |
EUR |
| Underlying: |
Tyson Foods |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
56.00 USD |
| Maturity: |
20/09/2024 |
| Issue date: |
04/10/2023 |
| Last trading day: |
19/09/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
9.69 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.51 |
| Intrinsic value: |
0.46 |
| Implied volatility: |
0.32 |
| Historic volatility: |
0.20 |
| Parity: |
0.46 |
| Time value: |
0.12 |
| Break-even: |
57.39 |
| Moneyness: |
1.09 |
| Premium: |
0.02 |
| Premium p.a.: |
0.15 |
| Spread abs.: |
0.01 |
| Spread %: |
1.75% |
| Delta: |
0.79 |
| Theta: |
-0.02 |
| Omega: |
7.62 |
| Rho: |
0.06 |
Quote data
| Open: |
0.450 |
| High: |
0.570 |
| Low: |
0.450 |
| Previous Close: |
0.530 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
+16.33% |
| 1 Month |
|
|
+78.13% |
| 3 Months |
|
|
-19.72% |
| YTD |
|
|
+35.71% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.570 |
0.440 |
| 1M High / 1M Low: |
0.570 |
0.240 |
| 6M High / 6M Low: |
0.760 |
0.190 |
| High (YTD): |
03/05/2024 |
0.760 |
| Low (YTD): |
13/06/2024 |
0.190 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.490 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.381 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.444 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
203.60% |
| Volatility 6M: |
|
166.50% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
