Soc. Generale Put 55 TSN 20.09.2024
/ DE000SV7ZSY6
Soc. Generale Put 55 TSN 20.09.20.../ DE000SV7ZSY6 /
7/25/2024 8:47:35 AM |
Chg.-0.026 |
Bid9:21:59 AM |
Ask9:21:59 AM |
Underlying |
Strike price |
Expiration date |
Option type |
0.084EUR |
-23.64% |
0.084 Bid Size: 15,000 |
0.130 Ask Size: 15,000 |
Tyson Foods |
55.00 USD |
9/20/2024 |
Put |
Master data
WKN: |
SV7ZSY |
Issuer: |
Société Générale |
Currency: |
EUR |
Underlying: |
Tyson Foods |
Type: |
Warrant |
Option type: |
Put |
Strike price: |
55.00 USD |
Maturity: |
9/20/2024 |
Issue date: |
6/27/2023 |
Last trading day: |
9/19/2024 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
-45.66 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.03 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.34 |
Historic volatility: |
0.20 |
Parity: |
-0.40 |
Time value: |
0.12 |
Break-even: |
49.55 |
Moneyness: |
0.93 |
Premium: |
0.10 |
Premium p.a.: |
0.80 |
Spread abs.: |
0.01 |
Spread %: |
9.09% |
Delta: |
-0.25 |
Theta: |
-0.02 |
Omega: |
-11.45 |
Rho: |
-0.02 |
Quote data
Open: |
0.084 |
High: |
0.084 |
Low: |
0.084 |
Previous Close: |
0.110 |
Turnover: |
0.000 |
Market phase: |
PRE CALL |
All quotes in EUR
Performance
1 Week |
|
|
-12.50% |
1 Month |
|
|
-47.50% |
3 Months |
|
|
-55.79% |
YTD |
|
|
-83.20% |
1 Year |
|
|
-85.26% |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.110 |
0.096 |
1M High / 1M Low: |
0.200 |
0.088 |
6M High / 6M Low: |
0.610 |
0.088 |
High (YTD): |
2/13/2024 |
0.610 |
Low (YTD): |
7/17/2024 |
0.088 |
52W High: |
10/25/2023 |
1.090 |
52W Low: |
7/17/2024 |
0.088 |
Avg. price 1W: |
|
0.105 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.147 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
0.272 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
0.487 |
Avg. volume 1Y: |
|
0.000 |
Volatility 1M: |
|
217.42% |
Volatility 6M: |
|
168.48% |
Volatility 1Y: |
|
132.87% |
Volatility 3Y: |
|
- |