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Soc. Generale Call 60 TSN 20.09.2.../  DE000SQ80DU7  /

EUWAX
8/9/2024  10:13:20 AM Chg.+0.030 Bid10:00:36 PM Ask10:00:36 PM Underlying Strike price Expiration date Option type
0.240EUR +14.29% -
Bid Size: -		 -
Ask Size: -		 Tyson Foods 60.00 USD 9/20/2024 Call
 

Master data

WKN: SQ80DU
Issuer: Société Générale
Currency: EUR
Underlying: Tyson Foods
Type: Warrant
Option type: Call
Strike price: 60.00 USD
Maturity: 9/20/2024
Issue date: 2/13/2023
Last trading day: 9/19/2024
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 20.93
Leverage: Yes

Calculated values

Fair value: 0.25
Intrinsic value: 0.15
Implied volatility: 0.22
Historic volatility: 0.20
Parity: 0.15
Time value: 0.12
Break-even: 57.67
Moneyness: 1.03
Premium: 0.02
Premium p.a.: 0.20
Spread abs.: 0.01
Spread %: 3.85%
Delta: 0.68
Theta: -0.02
Omega: 14.18
Rho: 0.04
 

Quote data

Open: 0.230
High: 0.240
Low: 0.230
Previous Close: 0.210
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -7.69%
1 Month  
+140.00%
3 Months
  -11.11%
YTD
  -14.29%
1 Year
  -38.46%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.300 0.200
1M High / 1M Low: 0.300 0.099
6M High / 6M Low: 0.470 0.067
High (YTD): 5/6/2024 0.470
Low (YTD): 6/14/2024 0.067
52W High: 5/6/2024 0.470
52W Low: 6/14/2024 0.067
Avg. price 1W:   0.232
Avg. volume 1W:   0.000
Avg. price 1M:   0.200
Avg. volume 1M:   0.000
Avg. price 6M:   0.237
Avg. volume 6M:   0.000
Avg. price 1Y:   0.247
Avg. volume 1Y:   0.000
Volatility 1M:   306.57%
Volatility 6M:   222.33%
Volatility 1Y:   190.62%
Volatility 3Y:   -