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Soc. Generale Call 70 TSN 17.01.2.../  DE000SQ864J1  /

EUWAX
08/11/2024  09:21:55 Chg.-0.001 Bid22:00:42 Ask22:00:42 Underlying Strike price Expiration date Option type
0.018EUR -5.26% -
Bid Size: -		 -
Ask Size: -		 Tyson Foods 70.00 USD 17/01/2025 Call
 

Master data

WKN: SQ864J
Issuer: Société Générale
Currency: EUR
Underlying: Tyson Foods
Type: Warrant
Option type: Call
Strike price: 70.00 USD
Maturity: 17/01/2025
Issue date: 16/02/2023
Last trading day: 16/01/2025
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 109.02
Leverage: Yes

Calculated values

Fair value: 0.01
Intrinsic value: 0.00
Implied volatility: 0.31
Historic volatility: 0.20
Parity: -0.97
Time value: 0.05
Break-even: 65.82
Moneyness: 0.85
Premium: 0.18
Premium p.a.: 1.44
Spread abs.: 0.01
Spread %: 24.39%
Delta: 0.14
Theta: -0.01
Omega: 15.34
Rho: 0.01
 

Quote data

Open: 0.018
High: 0.018
Low: 0.018
Previous Close: 0.019
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -25.00%
1 Month
  -48.57%
3 Months
  -86.15%
YTD
  -88.75%
1 Year
  -82.00%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.019 0.001
1M High / 1M Low: 0.053 0.001
6M High / 6M Low: 0.210 0.001
High (YTD): 06/05/2024 0.270
Low (YTD): 06/11/2024 0.001
52W High: 06/05/2024 0.270
52W Low: 06/11/2024 0.001
Avg. price 1W:   0.015
Avg. volume 1W:   0.000
Avg. price 1M:   0.032
Avg. volume 1M:   0.000
Avg. price 6M:   0.095
Avg. volume 6M:   0.000
Avg. price 1Y:   0.126
Avg. volume 1Y:   0.000
Volatility 1M:   6,405.19%
Volatility 6M:   2,511.08%
Volatility 1Y:   1,778.51%
Volatility 3Y:   -