Soc. Generale Call 65 TSN 20.09.2024
/ DE000SW1Y2Q3
Soc. Generale Call 65 TSN 20.09.2.../ DE000SW1Y2Q3 /
| 2024-07-05 9:38:09 PM |
Chg.0.000 |
Bid9:59:32 PM |
Ask9:59:32 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.049EUR |
0.00% |
0.047
Bid Size: 15,000 |
0.057
Ask Size: 15,000 |
Tyson Foods |
65.00 USD |
2024-09-20 |
Call |
Master data
| WKN: |
SW1Y2Q |
| Issuer: |
Société Générale |
| Currency: |
EUR |
| Underlying: |
Tyson Foods |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
65.00 USD |
| Maturity: |
2024-09-20 |
| Issue date: |
2023-08-07 |
| Last trading day: |
2024-09-19 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
90.67 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.01 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.30 |
| Historic volatility: |
0.20 |
| Parity: |
-0.83 |
| Time value: |
0.06 |
| Break-even: |
60.54 |
| Moneyness: |
0.86 |
| Premium: |
0.17 |
| Premium p.a.: |
1.14 |
| Spread abs.: |
0.01 |
| Spread %: |
21.28% |
| Delta: |
0.16 |
| Theta: |
-0.01 |
| Omega: |
14.86 |
| Rho: |
0.02 |
Quote data
| Open: |
0.049 |
| High: |
0.058 |
| Low: |
0.048 |
| Previous Close: |
0.049 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
-20.97% |
| 1 Month |
|
|
-25.76% |
| 3 Months |
|
|
-77.73% |
| YTD |
|
|
-69.38% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.067 |
0.047 |
| 1M High / 1M Low: |
0.076 |
0.038 |
| 6M High / 6M Low: |
0.290 |
0.038 |
| High (YTD): |
2024-05-03 |
0.290 |
| Low (YTD): |
2024-06-13 |
0.038 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.055 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.056 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.146 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
294.42% |
| Volatility 6M: |
|
200.29% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
