Soc. Generale Call 60 TSN 21.03.2025
/ DE000SW3PPE3
Soc. Generale Call 60 TSN 21.03.2.../ DE000SW3PPE3 /
| 2024-06-26 11:44:51 AM |
Chg.-0.010 |
Bid10:00:51 PM |
Ask10:00:51 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.360EUR |
-2.70% |
-
Bid Size: - |
-
Ask Size: - |
Tyson Foods |
60.00 USD |
2025-03-21 |
Call |
Master data
| WKN: |
SW3PPE |
| Issuer: |
Société Générale |
| Currency: |
EUR |
| Underlying: |
Tyson Foods |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
60.00 USD |
| Maturity: |
2025-03-21 |
| Issue date: |
2023-09-19 |
| Last trading day: |
2025-03-20 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
13.34 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.32 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.25 |
| Historic volatility: |
0.20 |
| Parity: |
-0.27 |
| Time value: |
0.40 |
| Break-even: |
60.03 |
| Moneyness: |
0.95 |
| Premium: |
0.13 |
| Premium p.a.: |
0.17 |
| Spread abs.: |
0.01 |
| Spread %: |
2.56% |
| Delta: |
0.50 |
| Theta: |
-0.01 |
| Omega: |
6.68 |
| Rho: |
0.17 |
Quote data
| Open: |
0.360 |
| High: |
0.360 |
| Low: |
0.360 |
| Previous Close: |
0.370 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+28.57% |
| 1 Month |
|
|
-32.08% |
| 3 Months |
|
|
-36.84% |
| YTD |
|
|
-16.28% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.370 |
0.280 |
| 1M High / 1M Low: |
0.480 |
0.230 |
| 6M High / 6M Low: |
0.710 |
0.230 |
| High (YTD): |
2024-05-06 |
0.710 |
| Low (YTD): |
2024-06-17 |
0.230 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.312 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.330 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.459 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
152.54% |
| Volatility 6M: |
|
120.50% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
