Soc. Generale Call 75 TSN 20.06.2025
/ DE000SY0MT42
Soc. Generale Call 75 TSN 20.06.2.../ DE000SY0MT42 /
2024-08-30 3:45:18 PM |
Chg.0.000 |
Bid3:54:59 PM |
Ask3:54:59 PM |
Underlying |
Strike price |
Expiration date |
Option type |
0.230EUR |
0.00% |
0.230 Bid Size: 100,000 |
0.240 Ask Size: 100,000 |
Tyson Foods |
75.00 USD |
2025-06-20 |
Call |
Master data
WKN: |
SY0MT4 |
Issuer: |
Société Générale |
Currency: |
EUR |
Underlying: |
Tyson Foods |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
75.00 USD |
Maturity: |
2025-06-20 |
Issue date: |
2024-05-21 |
Last trading day: |
2025-06-19 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
24.31 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.16 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.24 |
Historic volatility: |
0.19 |
Parity: |
-0.93 |
Time value: |
0.24 |
Break-even: |
70.09 |
Moneyness: |
0.86 |
Premium: |
0.20 |
Premium p.a.: |
0.26 |
Spread abs.: |
0.01 |
Spread %: |
4.35% |
Delta: |
0.33 |
Theta: |
-0.01 |
Omega: |
7.94 |
Rho: |
0.13 |
Quote data
Open: |
0.210 |
High: |
0.230 |
Low: |
0.210 |
Previous Close: |
0.230 |
Turnover: |
0.000 |
Market phase: |
PRE CALL |
All quotes in EUR
Performance
1 Week |
|
|
+21.05% |
1 Month |
|
|
+4.55% |
3 Months |
|
|
+53.33% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.250 |
0.190 |
1M High / 1M Low: |
0.250 |
0.160 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.218 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.201 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
123.39% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |