Soc. Generale Call 65 TSN 20.09.2024
/ DE000SW1Y2Q3
Soc. Generale Call 65 TSN 20.09.2.../ DE000SW1Y2Q3 /
| 2024-07-26 9:51:36 AM |
Chg.+0.019 |
Bid10:00:36 PM |
Ask10:00:36 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.089EUR |
+27.14% |
-
Bid Size: - |
-
Ask Size: - |
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: |
43.23 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.06 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.30 |
| Historic volatility: |
0.20 |
| Parity: |
-0.37 |
| Time value: |
0.13 |
| Break-even: |
61.18 |
| Moneyness: |
0.94 |
| Premium: |
0.09 |
| Premium p.a.: |
0.76 |
| Spread abs.: |
0.01 |
| Spread %: |
8.33% |
| Delta: |
0.33 |
| Theta: |
-0.02 |
| Omega: |
14.14 |
| Rho: |
0.03 |
Quote data
| Open: |
0.089 |
| High: |
0.089 |
| Low: |
0.089 |
| Previous Close: |
0.070 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-3.26% |
| 1 Month |
|
|
+111.90% |
| 3 Months |
|
|
-59.55% |
| YTD |
|
|
-44.38% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.089 |
0.068 |
| 1M High / 1M Low: |
0.092 |
0.032 |
| 6M High / 6M Low: |
0.270 |
0.021 |
| High (YTD): |
2024-05-06 |
0.270 |
| Low (YTD): |
2024-06-14 |
0.021 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.076 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.057 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.123 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
314.49% |
| Volatility 6M: |
|
253.00% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
