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Soc. Generale Call 60 TSN 17.01.2.../  DE000SQ864G7  /

Frankfurt Zert./SG
11/12/2024  9:41:04 PM Chg.+0.180 Bid9:59:57 PM Ask9:59:57 PM Underlying Strike price Expiration date Option type
0.390EUR +85.71% 0.390
Bid Size: 7,700		 0.400
Ask Size: 7,700		 Tyson Foods 60.00 USD 1/17/2025 Call
 

Master data

WKN: SQ864G
Issuer: Société Générale
Currency: EUR
Underlying: Tyson Foods
Type: Warrant
Option type: Call
Strike price: 60.00 USD
Maturity: 1/17/2025
Issue date: 2/16/2023
Last trading day: 1/16/2025
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 25.07
Leverage: Yes

Calculated values

Fair value: 0.15
Intrinsic value: 0.00
Implied volatility: 0.27
Historic volatility: 0.20
Parity: -0.11
Time value: 0.22
Break-even: 58.47
Moneyness: 0.98
Premium: 0.06
Premium p.a.: 0.38
Spread abs.: 0.01
Spread %: 4.76%
Delta: 0.47
Theta: -0.02
Omega: 11.88
Rho: 0.04
 

Quote data

Open: 0.170
High: 0.550
Low: 0.170
Previous Close: 0.210
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week  
+62.50%
1 Month  
+50.00%
3 Months
  -4.88%
YTD  
+2.63%
1 Year  
+62.50%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.260 0.210
1M High / 1M Low: 0.360 0.170
6M High / 6M Low: 0.760 0.170
High (YTD): 9/6/2024 0.760
Low (YTD): 11/1/2024 0.170
52W High: 9/6/2024 0.760
52W Low: 11/1/2024 0.170
Avg. price 1W:   0.234
Avg. volume 1W:   0.000
Avg. price 1M:   0.246
Avg. volume 1M:   0.000
Avg. price 6M:   0.381
Avg. volume 6M:   0.000
Avg. price 1Y:   0.390
Avg. volume 1Y:   0.000
Volatility 1M:   199.48%
Volatility 6M:   166.67%
Volatility 1Y:   149.74%
Volatility 3Y:   -