Soc. Generale Call 58 TSN 20.09.2024
/ DE000SU0ADD1
Soc. Generale Call 58 TSN 20.09.2.../ DE000SU0ADD1 /
| 27/06/2024 17:53:41 |
Chg.-0.020 |
Bid18:17:34 |
Ask18:17:34 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.210EUR |
-8.70% |
0.200
Bid Size: 70,000 |
0.210
Ask Size: 70,000 |
Tyson Foods |
58.00 USD |
20/09/2024 |
Call |
Master data
| WKN: |
SU0ADD |
| Issuer: |
Société Générale |
| Currency: |
EUR |
| Underlying: |
Tyson Foods |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
58.00 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: |
22.20 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.18 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.26 |
| Historic volatility: |
0.20 |
| Parity: |
-0.10 |
| Time value: |
0.24 |
| Break-even: |
56.71 |
| Moneyness: |
0.98 |
| Premium: |
0.06 |
| Premium p.a.: |
0.31 |
| Spread abs.: |
0.01 |
| Spread %: |
4.35% |
| Delta: |
0.49 |
| Theta: |
-0.02 |
| Omega: |
10.90 |
| Rho: |
0.06 |
Quote data
| Open: |
0.180 |
| High: |
0.220 |
| Low: |
0.180 |
| Previous Close: |
0.230 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
0.00% |
| 1 Month |
|
|
-36.36% |
| 3 Months |
|
|
-54.35% |
| YTD |
|
|
-38.24% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.270 |
0.200 |
| 1M High / 1M Low: |
0.330 |
0.130 |
| 6M High / 6M Low: |
0.630 |
0.130 |
| High (YTD): |
03/05/2024 |
0.630 |
| Low (YTD): |
13/06/2024 |
0.130 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.232 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.224 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.361 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
249.19% |
| Volatility 6M: |
|
164.05% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
