Soc. Generale Put 60 TSN 17.01.2025
/ DE000SY01C23
Soc. Generale Put 60 TSN 17.01.20.../ DE000SY01C23 /
| 2024-07-29 8:33:45 AM |
Chg.-0.010 |
Bid9:13:22 AM |
Ask9:13:22 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.330EUR |
-2.94% |
0.330
Bid Size: 10,000 |
0.410
Ask Size: 10,000 |
Tyson Foods |
60.00 USD |
2025-01-17 |
Put |
Master data
| WKN: |
SY01C2 |
| Issuer: |
Société Générale |
| Currency: |
EUR |
| Underlying: |
Tyson Foods |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
60.00 USD |
| Maturity: |
2025-01-17 |
| Issue date: |
2024-05-29 |
| Last trading day: |
2025-01-16 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-15.19 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.22 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.30 |
| Historic volatility: |
0.20 |
| Parity: |
-0.09 |
| Time value: |
0.37 |
| Break-even: |
51.59 |
| Moneyness: |
0.98 |
| Premium: |
0.08 |
| Premium p.a.: |
0.18 |
| Spread abs.: |
0.01 |
| Spread %: |
2.78% |
| Delta: |
-0.40 |
| Theta: |
-0.01 |
| Omega: |
-6.00 |
| Rho: |
-0.12 |
Quote data
| Open: |
0.330 |
| High: |
0.330 |
| Low: |
0.330 |
| Previous Close: |
0.340 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-10.81% |
| 1 Month |
|
|
-34.00% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.380 |
0.340 |
| 1M High / 1M Low: |
0.530 |
0.330 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.370 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.429 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
121.99% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
