Soc. Generale Put 60 TSN 21.03.2025
/ DE000SU6Q0H5
Soc. Generale Put 60 TSN 21.03.20.../ DE000SU6Q0H5 /
8/30/2024 9:42:13 PM |
Chg.-0.010 |
Bid9:58:02 PM |
Ask9:58:02 PM |
Underlying |
Strike price |
Expiration date |
Option type |
0.260EUR |
-3.70% |
0.250 Bid Size: 15,000 |
0.260 Ask Size: 15,000 |
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: |
-21.61 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.12 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.30 |
Historic volatility: |
0.19 |
Parity: |
-0.42 |
Time value: |
0.27 |
Break-even: |
51.45 |
Moneyness: |
0.93 |
Premium: |
0.12 |
Premium p.a.: |
0.22 |
Spread abs.: |
0.01 |
Spread %: |
3.85% |
Delta: |
-0.29 |
Theta: |
-0.01 |
Omega: |
-6.37 |
Rho: |
-0.11 |
Quote data
Open: |
0.230 |
High: |
0.270 |
Low: |
0.230 |
Previous Close: |
0.270 |
Turnover: |
0.000 |
Market phase: |
CL |
All quotes in EUR
Performance
1 Week |
|
|
-10.34% |
1 Month |
|
|
-40.91% |
3 Months |
|
|
-57.38% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.290 |
0.250 |
1M High / 1M Low: |
0.460 |
0.250 |
6M High / 6M Low: |
0.890 |
0.250 |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.270 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.349 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
0.553 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
110.83% |
Volatility 6M: |
|
98.66% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |