Soc. Generale Call 60 TSN 20.06.2025
/ DE000SU2YYH4
Soc. Generale Call 60 TSN 20.06.2.../ DE000SU2YYH4 /
| 9/18/2024 5:56:16 PM |
Chg.+0.010 |
Bid9/18/2024 |
Ask9/18/2024 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.630EUR |
+1.61% |
0.630
Bid Size: 50,000 |
0.640
Ask Size: 50,000 |
Tyson Foods |
60.00 USD |
6/20/2025 |
Call |
Master data
| WKN: |
SU2YYH |
| Issuer: |
Société Générale |
| Currency: |
EUR |
| Underlying: |
Tyson Foods |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
60.00 USD |
| Maturity: |
6/20/2025 |
| Issue date: |
11/29/2023 |
| Last trading day: |
6/19/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
8.68 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.53 |
| Intrinsic value: |
0.16 |
| Implied volatility: |
0.25 |
| Historic volatility: |
0.20 |
| Parity: |
0.16 |
| Time value: |
0.48 |
| Break-even: |
60.35 |
| Moneyness: |
1.03 |
| Premium: |
0.09 |
| Premium p.a.: |
0.12 |
| Spread abs.: |
0.01 |
| Spread %: |
1.59% |
| Delta: |
0.64 |
| Theta: |
-0.01 |
| Omega: |
5.56 |
| Rho: |
0.22 |
Quote data
| Open: |
0.570 |
| High: |
0.640 |
| Low: |
0.570 |
| Previous Close: |
0.620 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
-1.56% |
| 1 Month |
|
|
-8.70% |
| 3 Months |
|
|
+57.50% |
| YTD |
|
|
+26.00% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.650 |
0.610 |
| 1M High / 1M Low: |
0.940 |
0.610 |
| 6M High / 6M Low: |
0.940 |
0.350 |
| High (YTD): |
9/6/2024 |
0.940 |
| Low (YTD): |
6/13/2024 |
0.350 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.632 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.761 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.634 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
127.36% |
| Volatility 6M: |
|
108.41% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
