Soc. Generale Put 60 TSN 20.06.2025
/ DE000SY03XB1
Soc. Generale Put 60 TSN 20.06.20.../ DE000SY03XB1 /
| 2024-07-26 2:19:33 PM |
Chg.-0.040 |
Bid2024-07-26 |
Ask2024-07-26 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.500EUR |
-7.41% |
0.500
Bid Size: 10,000 |
0.570
Ask Size: 10,000 |
Tyson Foods |
60.00 USD |
2025-06-20 |
Put |
Master data
| WKN: |
SY03XB |
| Issuer: |
Société Générale |
| Currency: |
EUR |
| Underlying: |
Tyson Foods |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
60.00 USD |
| Maturity: |
2025-06-20 |
| Issue date: |
2024-05-30 |
| Last trading day: |
2025-06-19 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-10.10 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.32 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.31 |
| Historic volatility: |
0.20 |
| Parity: |
-0.03 |
| Time value: |
0.55 |
| Break-even: |
49.79 |
| Moneyness: |
1.00 |
| Premium: |
0.10 |
| Premium p.a.: |
0.12 |
| Spread abs.: |
0.01 |
| Spread %: |
1.85% |
| Delta: |
-0.39 |
| Theta: |
-0.01 |
| Omega: |
-3.96 |
| Rho: |
-0.25 |
Quote data
| Open: |
0.500 |
| High: |
0.510 |
| Low: |
0.500 |
| Previous Close: |
0.540 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
-10.71% |
| 1 Month |
|
|
-25.37% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.580 |
0.540 |
| 1M High / 1M Low: |
0.700 |
0.510 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.564 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.620 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
85.65% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
