Soc. Generale Call 70 TSN 20.06.2025
/ DE000SU6VVQ8
Soc. Generale Call 70 TSN 20.06.2.../ DE000SU6VVQ8 /
2024-08-30 9:45:00 PM |
Chg.0.000 |
Bid9:58:03 PM |
Ask9:58:03 PM |
Underlying |
Strike price |
Expiration date |
Option type |
0.360EUR |
0.00% |
0.370 Bid Size: 10,000 |
0.380 Ask Size: 10,000 |
Tyson Foods |
70.00 USD |
2025-06-20 |
Call |
Master data
WKN: |
SU6VVQ |
Issuer: |
Société Générale |
Currency: |
EUR |
Underlying: |
Tyson Foods |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
70.00 USD |
Maturity: |
2025-06-20 |
Issue date: |
2024-01-10 |
Last trading day: |
2025-06-19 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
15.35 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.28 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.24 |
Historic volatility: |
0.19 |
Parity: |
-0.48 |
Time value: |
0.38 |
Break-even: |
66.98 |
Moneyness: |
0.92 |
Premium: |
0.15 |
Premium p.a.: |
0.19 |
Spread abs.: |
0.01 |
Spread %: |
2.70% |
Delta: |
0.45 |
Theta: |
-0.01 |
Omega: |
6.92 |
Rho: |
0.18 |
Quote data
Open: |
0.330 |
High: |
0.360 |
Low: |
0.330 |
Previous Close: |
0.360 |
Turnover: |
0.000 |
Market phase: |
CL |
All quotes in EUR
Performance
1 Week |
|
|
+16.13% |
1 Month |
|
|
+12.50% |
3 Months |
|
|
+44.00% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.400 |
0.330 |
1M High / 1M Low: |
0.400 |
0.240 |
6M High / 6M Low: |
0.460 |
0.140 |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.358 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.310 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
0.289 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
139.26% |
Volatility 6M: |
|
133.45% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |