Soc. Generale Call 60 TSN 16.01.2026
/ DE000SW8QTE2
Soc. Generale Call 60 TSN 16.01.2.../ DE000SW8QTE2 /
10/7/2024 9:21:25 AM |
Chg.- |
Bid7:48:08 AM |
Ask7:48:08 AM |
Underlying |
Strike price |
Expiration date |
Option type |
0.570EUR |
- |
0.550 Bid Size: 8,000 |
0.660 Ask Size: 8,000 |
Tyson Foods |
60.00 USD |
1/16/2026 |
Call |
Master data
WKN: |
SW8QTE |
Issuer: |
Société Générale |
Currency: |
EUR |
Underlying: |
Tyson Foods |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
60.00 USD |
Maturity: |
1/16/2026 |
Issue date: |
4/8/2024 |
Last trading day: |
1/15/2026 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
8.47 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.52 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.24 |
Historic volatility: |
0.20 |
Parity: |
-0.13 |
Time value: |
0.63 |
Break-even: |
60.99 |
Moneyness: |
0.98 |
Premium: |
0.14 |
Premium p.a.: |
0.11 |
Spread abs.: |
0.01 |
Spread %: |
1.61% |
Delta: |
0.58 |
Theta: |
-0.01 |
Omega: |
4.91 |
Rho: |
0.31 |
Quote data
Open: |
0.570 |
High: |
0.570 |
Low: |
0.570 |
Previous Close: |
0.530 |
Turnover: |
0.000 |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
-5.00% |
1 Month |
|
|
-43.56% |
3 Months |
|
|
+11.76% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.620 |
0.530 |
1M High / 1M Low: |
1.060 |
0.510 |
6M High / 6M Low: |
1.060 |
0.430 |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.584 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.699 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
0.743 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
122.87% |
Volatility 6M: |
|
102.73% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |