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

EUWAX
2024-07-26  9:56:08 AM Chg.+0.050 Bid10:00:35 PM Ask10:00:35 PM Underlying Strike price Expiration date Option type
0.240EUR +26.32% -
Bid Size: -		 -
Ask Size: -		 Tyson Foods 60.00 USD 2024-09-20 Call
 

Master data

WKN: SQ80DU
Issuer: Société Générale
Currency: EUR
Underlying: Tyson Foods
Type: Warrant
Option type: Call
Strike price: 60.00 USD
Maturity: 2024-09-20
Issue date: 2023-02-13
Last trading day: 2024-09-19
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 17.56
Leverage: Yes

Calculated values

Fair value: 0.24
Intrinsic value: 0.09
Implied volatility: 0.30
Historic volatility: 0.20
Parity: 0.09
Time value: 0.23
Break-even: 58.47
Moneyness: 1.02
Premium: 0.04
Premium p.a.: 0.30
Spread abs.: 0.01
Spread %: 3.23%
Delta: 0.60
Theta: -0.03
Omega: 10.52
Rho: 0.05
 

Quote data

Open: 0.240
High: 0.240
Low: 0.240
Previous Close: 0.190
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week     0.00%
1 Month  
+118.18%
3 Months
  -42.86%
YTD
  -14.29%
1 Year
  -51.02%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.240 0.180
1M High / 1M Low: 0.240 0.088
6M High / 6M Low: 0.470 0.067
High (YTD): 2024-05-06 0.470
Low (YTD): 2024-06-14 0.067
52W High: 2023-08-04 0.520
52W Low: 2024-06-14 0.067
Avg. price 1W:   0.206
Avg. volume 1W:   0.000
Avg. price 1M:   0.148
Avg. volume 1M:   0.000
Avg. price 6M:   0.242
Avg. volume 6M:   0.000
Avg. price 1Y:   0.255
Avg. volume 1Y:   0.000
Volatility 1M:   261.15%
Volatility 6M:   210.77%
Volatility 1Y:   183.71%
Volatility 3Y:   -