Soc. Generale Put 50 TSN 20.09.2024
/ DE000SV6Q1B4
Soc. Generale Put 50 TSN 20.09.20.../ DE000SV6Q1B4 /
| 2024-06-27 3:29:36 PM |
Chg.-0.013 |
Bid4:33:16 PM |
Ask4:33:16 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.057EUR |
-18.57% |
0.073
Bid Size: 100,000 |
0.083
Ask Size: 100,000 |
Tyson Foods |
50.00 USD |
2024-09-20 |
Put |
Master data
| WKN: |
SV6Q1B |
| Issuer: |
Société Générale |
| Currency: |
EUR |
| Underlying: |
Tyson Foods |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
50.00 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: |
-66.60 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.02 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.32 |
| Historic volatility: |
0.20 |
| Parity: |
-0.65 |
| Time value: |
0.08 |
| Break-even: |
46.02 |
| Moneyness: |
0.88 |
| Premium: |
0.14 |
| Premium p.a.: |
0.73 |
| Spread abs.: |
0.01 |
| Spread %: |
14.29% |
| Delta: |
-0.17 |
| Theta: |
-0.01 |
| Omega: |
-11.19 |
| Rho: |
-0.02 |
Quote data
| Open: |
0.054 |
| High: |
0.058 |
| Low: |
0.053 |
| Previous Close: |
0.070 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
-32.14% |
| 1 Month |
|
|
+11.76% |
| 3 Months |
|
|
-52.50% |
| YTD |
|
|
-81.61% |
| 1 Year |
|
|
-89.25% |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.084 |
0.058 |
| 1M High / 1M Low: |
0.120 |
0.051 |
| 6M High / 6M Low: |
0.360 |
0.047 |
| High (YTD): |
2024-02-13 |
0.360 |
| Low (YTD): |
2024-05-21 |
0.047 |
| 52W High: |
2023-10-25 |
0.770 |
| 52W Low: |
2024-05-21 |
0.047 |
| Avg. price 1W: |
|
0.071 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.085 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.176 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
0.333 |
| Avg. volume 1Y: |
|
0.000 |
| Volatility 1M: |
|
251.97% |
| Volatility 6M: |
|
168.51% |
| Volatility 1Y: |
|
134.83% |
| Volatility 3Y: |
|
- |
