Soc. Generale Call 70 TSN 19.09.2025
/ DE000SW7MP68
Soc. Generale Call 70 TSN 19.09.2.../ DE000SW7MP68 /
| 7/25/2024 9:01:01 PM |
Chg.+0.030 |
Bid9:10:48 PM |
Ask9:10:48 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.370EUR |
+8.82% |
0.380
Bid Size: 90,000 |
0.390
Ask Size: 90,000 |
Tyson Foods |
70.00 USD |
9/19/2025 |
Call |
Master data
| WKN: |
SW7MP6 |
| Issuer: |
Société Générale |
| Currency: |
EUR |
| Underlying: |
Tyson Foods |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
70.00 USD |
| Maturity: |
9/19/2025 |
| Issue date: |
3/12/2024 |
| Last trading day: |
9/18/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
15.65 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.22 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.26 |
| Historic volatility: |
0.20 |
| Parity: |
-0.98 |
| Time value: |
0.35 |
| Break-even: |
68.09 |
| Moneyness: |
0.85 |
| Premium: |
0.24 |
| Premium p.a.: |
0.21 |
| Spread abs.: |
0.01 |
| Spread %: |
2.94% |
| Delta: |
0.38 |
| Theta: |
-0.01 |
| Omega: |
5.97 |
| Rho: |
0.20 |
Quote data
| Open: |
0.310 |
| High: |
0.390 |
| Low: |
0.310 |
| Previous Close: |
0.340 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
+2.78% |
| 1 Month |
|
|
+37.04% |
| 3 Months |
|
|
-28.85% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.360 |
0.340 |
| 1M High / 1M Low: |
0.370 |
0.220 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.346 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.276 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
131.88% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
