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

Frankfurt Zert./SG
8/30/2024  9:37:20 PM Chg.+0.010 Bid9:59:00 PM Ask9:59:00 PM Underlying Strike price Expiration date Option type
0.420EUR +2.44% 0.440
Bid Size: 6,900		 0.450
Ask Size: 6,900		 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: 13.23
Leverage: Yes

Calculated values

Fair value: 0.41
Intrinsic value: 0.39
Implied volatility: 0.32
Historic volatility: 0.19
Parity: 0.39
Time value: 0.05
Break-even: 58.71
Moneyness: 1.07
Premium: 0.01
Premium p.a.: 0.17
Spread abs.: 0.01
Spread %: 2.33%
Delta: 0.84
Theta: -0.03
Omega: 11.08
Rho: 0.02
 

Quote data

Open: 0.340
High: 0.420
Low: 0.340
Previous Close: 0.410
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week  
+31.25%
1 Month  
+40.00%
3 Months  
+100.00%
YTD  
+50.00%
1 Year  
+23.53%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.490 0.370
1M High / 1M Low: 0.490 0.170
6M High / 6M Low: 0.520 0.089
High (YTD): 4/24/2024 0.520
Low (YTD): 6/13/2024 0.089
52W High: 4/24/2024 0.520
52W Low: 6/13/2024 0.089
Avg. price 1W:   0.414
Avg. volume 1W:   0.000
Avg. price 1M:   0.300
Avg. volume 1M:   0.000
Avg. price 6M:   0.278
Avg. volume 6M:   0.000
Avg. price 1Y:   0.256
Avg. volume 1Y:   0.000
Volatility 1M:   281.77%
Volatility 6M:   218.53%
Volatility 1Y:   192.25%
Volatility 3Y:   -