Soc. Generale Put 40 TSN 20.09.2024
/ DE000SV6Q1A6
Soc. Generale Put 40 TSN 20.09.20.../ DE000SV6Q1A6 /
| 2024-07-05 9:47:07 PM |
Chg.+0.011 |
Bid9:58:01 PM |
Ask9:58:01 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.012EUR |
+1100.00% |
0.012
Bid Size: 15,000 |
0.022
Ask Size: 15,000 |
Tyson Foods |
40.00 USD |
2024-09-20 |
Put |
Master data
| WKN: |
SV6Q1A |
| Issuer: |
Société Générale |
| Currency: |
EUR |
| Underlying: |
Tyson Foods |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
40.00 USD |
| Maturity: |
2024-09-20 |
| Issue date: |
2023-05-24 |
| Last trading day: |
2024-09-19 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-224.70 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.00 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.48 |
| Historic volatility: |
0.20 |
| Parity: |
-1.48 |
| Time value: |
0.02 |
| Break-even: |
36.67 |
| Moneyness: |
0.71 |
| Premium: |
0.29 |
| Premium p.a.: |
2.40 |
| Spread abs.: |
0.01 |
| Spread %: |
76.92% |
| Delta: |
-0.05 |
| Theta: |
-0.01 |
| Omega: |
-10.25 |
| Rho: |
-0.01 |
Quote data
| Open: |
0.001 |
| High: |
0.017 |
| Low: |
0.001 |
| Previous Close: |
0.001 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
+33.33% |
| 1 Month |
|
|
0.00% |
| 3 Months |
|
|
-53.85% |
| YTD |
|
|
-88.00% |
| 1 Year |
|
|
-93.68% |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.012 |
0.001 |
| 1M High / 1M Low: |
0.020 |
0.001 |
| 6M High / 6M Low: |
0.110 |
0.001 |
| High (YTD): |
2024-01-22 |
0.110 |
| Low (YTD): |
2024-07-04 |
0.001 |
| 52W High: |
2023-10-27 |
0.320 |
| 52W Low: |
2024-07-04 |
0.001 |
| Avg. price 1W: |
|
0.007 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.011 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.039 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
0.110 |
| Avg. volume 1Y: |
|
0.000 |
| Volatility 1M: |
|
3,971.91% |
| Volatility 6M: |
|
2,056.98% |
| Volatility 1Y: |
|
1,451.22% |
| Volatility 3Y: |
|
- |
