Soc. Generale Call 58 TSN 20.12.2024
/ DE000SU2P7S2
Soc. Generale Call 58 TSN 20.12.2.../ DE000SU2P7S2 /
| 11/8/2024 9:38:29 PM |
Chg.+0.060 |
Bid9:58:05 PM |
Ask9:58:05 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.330EUR |
+22.22% |
0.310
Bid Size: 9,700 |
0.320
Ask Size: 9,700 |
Tyson Foods |
58.00 USD |
12/20/2024 |
Call |
Master data
| WKN: |
SU2P7S |
| Issuer: |
Société Générale |
| Currency: |
EUR |
| Underlying: |
Tyson Foods |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
58.00 USD |
| Maturity: |
12/20/2024 |
| Issue date: |
11/23/2023 |
| Last trading day: |
12/19/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
16.35 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.24 |
| Intrinsic value: |
0.15 |
| Implied volatility: |
0.34 |
| Historic volatility: |
0.20 |
| Parity: |
0.15 |
| Time value: |
0.19 |
| Break-even: |
57.52 |
| Moneyness: |
1.03 |
| Premium: |
0.03 |
| Premium p.a.: |
0.35 |
| Spread abs.: |
0.01 |
| Spread %: |
3.03% |
| Delta: |
0.63 |
| Theta: |
-0.03 |
| Omega: |
10.27 |
| Rho: |
0.04 |
Quote data
| Open: |
0.210 |
| High: |
0.330 |
| Low: |
0.210 |
| Previous Close: |
0.270 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
+57.14% |
| 1 Month |
|
|
+13.79% |
| 3 Months |
|
|
-44.07% |
| YTD |
|
|
-21.43% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.330 |
0.260 |
| 1M High / 1M Low: |
0.430 |
0.210 |
| 6M High / 6M Low: |
0.880 |
0.210 |
| High (YTD): |
9/6/2024 |
0.880 |
| Low (YTD): |
11/1/2024 |
0.210 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.288 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.305 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.454 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
195.05% |
| Volatility 6M: |
|
166.67% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
