Soc. Generale Put 60 TSN 21.03.2025
/ DE000SU6Q0H5
Soc. Generale Put 60 TSN 21.03.20.../ DE000SU6Q0H5 /
| 11/8/2024 9:50:13 PM |
Chg.-0.040 |
Bid9:59:19 PM |
Ask9:59:19 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.380EUR |
-9.52% |
0.390
Bid Size: 8,000 |
0.400
Ask Size: 8,000 |
Tyson Foods |
60.00 USD |
3/21/2025 |
Put |
Master data
| WKN: |
SU6Q0H |
| Issuer: |
Société Générale |
| Currency: |
EUR |
| Underlying: |
Tyson Foods |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
60.00 USD |
| Maturity: |
3/21/2025 |
| Issue date: |
1/8/2024 |
| Last trading day: |
3/20/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-14.63 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.25 |
| Intrinsic value: |
0.04 |
| Implied volatility: |
0.29 |
| Historic volatility: |
0.20 |
| Parity: |
0.04 |
| Time value: |
0.34 |
| Break-even: |
52.18 |
| Moneyness: |
1.01 |
| Premium: |
0.06 |
| Premium p.a.: |
0.18 |
| Spread abs.: |
0.01 |
| Spread %: |
2.70% |
| Delta: |
-0.45 |
| Theta: |
-0.01 |
| Omega: |
-6.66 |
| Rho: |
-0.11 |
Quote data
| Open: |
0.380 |
| High: |
0.420 |
| Low: |
0.370 |
| Previous Close: |
0.420 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
-5.00% |
| 1 Month |
|
|
-15.56% |
| 3 Months |
|
|
+2.70% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.450 |
0.380 |
| 1M High / 1M Low: |
0.450 |
0.350 |
| 6M High / 6M Low: |
0.760 |
0.230 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.416 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.404 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.448 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
115.63% |
| Volatility 6M: |
|
123.22% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
