Soc. Generale Call 56 TSN 20.12.2024
/ DE000SU2P7R4
Soc. Generale Call 56 TSN 20.12.2.../ DE000SU2P7R4 /
| 2024-07-26 9:35:31 PM |
Chg.+0.040 |
Bid9:59:09 PM |
Ask9:59:09 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.700EUR |
+6.06% |
0.710
Bid Size: 7,000 |
0.720
Ask Size: 7,000 |
Tyson Foods |
56.00 USD |
2024-12-20 |
Call |
Master data
| WKN: |
SU2P7R |
| Issuer: |
Société Générale |
| Currency: |
EUR |
| Underlying: |
Tyson Foods |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
56.00 USD |
| Maturity: |
2024-12-20 |
| Issue date: |
2023-11-23 |
| Last trading day: |
2024-12-19 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
7.81 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.62 |
| Intrinsic value: |
0.46 |
| Implied volatility: |
0.29 |
| Historic volatility: |
0.20 |
| Parity: |
0.46 |
| Time value: |
0.26 |
| Break-even: |
58.79 |
| Moneyness: |
1.09 |
| Premium: |
0.05 |
| Premium p.a.: |
0.12 |
| Spread abs.: |
0.01 |
| Spread %: |
1.41% |
| Delta: |
0.74 |
| Theta: |
-0.02 |
| Omega: |
5.75 |
| Rho: |
0.14 |
Quote data
| Open: |
0.600 |
| High: |
0.710 |
| Low: |
0.600 |
| Previous Close: |
0.660 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
+12.90% |
| 1 Month |
|
|
+52.17% |
| 3 Months |
|
|
-15.66% |
| YTD |
|
|
+40.00% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.700 |
0.580 |
| 1M High / 1M Low: |
0.700 |
0.380 |
| 6M High / 6M Low: |
0.870 |
0.310 |
| High (YTD): |
2024-05-03 |
0.870 |
| Low (YTD): |
2024-06-14 |
0.310 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.624 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.513 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.562 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
143.47% |
| Volatility 6M: |
|
128.47% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
