Soc. Generale Call 56 TSN 20.12.2024
/ DE000SU2P7R4
Soc. Generale Call 56 TSN 20.12.2.../ DE000SU2P7R4 /
| 2024-06-27 8:55:24 AM |
Chg.-0.020 |
Bid6:16:20 PM |
Ask6:16:20 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.410EUR |
-4.65% |
0.430
Bid Size: 60,000 |
0.440
Ask Size: 60,000 |
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: |
11.34 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.39 |
| Intrinsic value: |
0.08 |
| Implied volatility: |
0.26 |
| Historic volatility: |
0.20 |
| Parity: |
0.08 |
| Time value: |
0.39 |
| Break-even: |
57.13 |
| Moneyness: |
1.02 |
| Premium: |
0.07 |
| Premium p.a.: |
0.16 |
| Spread abs.: |
0.01 |
| Spread %: |
2.17% |
| Delta: |
0.61 |
| Theta: |
-0.01 |
| Omega: |
6.90 |
| Rho: |
0.13 |
Quote data
| Open: |
0.410 |
| High: |
0.410 |
| Low: |
0.410 |
| Previous Close: |
0.430 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+20.59% |
| 1 Month |
|
|
-28.07% |
| 3 Months |
|
|
-35.94% |
| YTD |
|
|
-18.00% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.450 |
0.340 |
| 1M High / 1M Low: |
0.570 |
0.260 |
| 6M High / 6M Low: |
0.840 |
0.260 |
| High (YTD): |
2024-05-06 |
0.840 |
| Low (YTD): |
2024-06-14 |
0.260 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.392 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.396 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.532 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
173.43% |
| Volatility 6M: |
|
128.36% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
