Soc. Generale Call 80 TSN 16.01.2.../  DE000SY7YP78  /

EUWAX
11/7/2024  8:38:26 AM Chg.+0.010 Bid4:24:48 PM Ask4:24:48 PM Underlying Strike price Expiration date Option type
0.110EUR +10.00% 0.130
Bid Size: 80,000
0.140
Ask Size: 80,000
Tyson Foods 80.00 USD 1/16/2026 Call
 

Master data

WKN: SY7YP7
Issuer: Société Générale
Currency: EUR
Underlying: Tyson Foods
Type: Warrant
Option type: Call
Strike price: 80.00 USD
Maturity: 1/16/2026
Issue date: 8/28/2024
Last trading day: 1/15/2026
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 39.38
Leverage: Yes

Calculated values

Fair value: 0.07
Intrinsic value: 0.00
Implied volatility: 0.24
Historic volatility: 0.20
Parity: -1.94
Time value: 0.14
Break-even: 75.94
Moneyness: 0.74
Premium: 0.38
Premium p.a.: 0.31
Spread abs.: 0.01
Spread %: 7.69%
Delta: 0.19
Theta: -0.01
Omega: 7.65
Rho: 0.11
 

Quote data

Open: 0.110
High: 0.110
Low: 0.110
Previous Close: 0.100
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week     0.00%
1 Month     0.00%
3 Months     -
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.110 0.100
1M High / 1M Low: 0.150 0.092
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.104
Avg. volume 1W:   0.000
Avg. price 1M:   0.115
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   190.10%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -