OverviewChartNewsTraderScreen

Soc. Generale Call 70 TSN 20.09.2.../  DE000SQ80DV5  /

Frankfurt Zert./SG
7/26/2024  9:41:13 PM Chg.+0.001 Bid9:59:07 PM Ask9:59:07 PM Underlying Strike price Expiration date Option type
0.057EUR +1.79% 0.057
Bid Size: 15,000		 0.067
Ask Size: 15,000		 Tyson Foods 70.00 - 9/20/2024 Call
 

Master data

WKN: SQ80DV
Issuer: Société Générale
Currency: EUR
Underlying: Tyson Foods
Type: Warrant
Option type: Call
Strike price: 70.00 -
Maturity: 9/20/2024
Issue date: 2/13/2023
Last trading day: 9/19/2024
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 83.88
Leverage: Yes

Calculated values

Fair value: 0.00
Intrinsic value: 0.00
Implied volatility: 0.47
Historic volatility: 0.20
Parity: -1.38
Time value: 0.07
Break-even: 70.67
Moneyness: 0.80
Premium: 0.26
Premium p.a.: 3.57
Spread abs.: 0.01
Spread %: 17.54%
Delta: 0.14
Theta: -0.02
Omega: 11.66
Rho: 0.01
 

Quote data

Open: 0.037
High: 0.060
Low: 0.037
Previous Close: 0.056
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week  
+11.76%
1 Month  
+72.73%
3 Months
  -59.29%
YTD
  -41.84%
1 Year
  -72.86%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.057 0.045
1M High / 1M Low: 0.060 0.023
6M High / 6M Low: 0.160 0.019
High (YTD): 5/3/2024 0.160
Low (YTD): 6/19/2024 0.019
52W High: 8/4/2023 0.230
52W Low: 6/19/2024 0.019
Avg. price 1W:   0.050
Avg. volume 1W:   0.000
Avg. price 1M:   0.038
Avg. volume 1M:   0.000
Avg. price 6M:   0.074
Avg. volume 6M:   0.000
Avg. price 1Y:   0.087
Avg. volume 1Y:   0.000
Volatility 1M:   326.24%
Volatility 6M:   266.18%
Volatility 1Y:   222.88%
Volatility 3Y:   -