Soc. Generale Put 70 TSN 20.06.2025
/ DE000SY7Y2M2
Soc. Generale Put 70 TSN 20.06.20.../ DE000SY7Y2M2 /
| 10/4/2024 1:53:24 PM |
Chg.+0.09 |
Bid10:00:38 PM |
Ask10:00:38 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.12EUR |
+8.74% |
-
Bid Size: - |
-
Ask Size: - |
Tyson Foods |
70.00 USD |
6/20/2025 |
Put |
Master data
| WKN: |
SY7Y2M |
| Issuer: |
Société Générale |
| Currency: |
EUR |
| Underlying: |
Tyson Foods |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
70.00 USD |
| Maturity: |
6/20/2025 |
| Issue date: |
8/28/2024 |
| Last trading day: |
6/19/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-4.64 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.04 |
| Intrinsic value: |
1.04 |
| Implied volatility: |
0.31 |
| Historic volatility: |
0.20 |
| Parity: |
1.04 |
| Time value: |
0.11 |
| Break-even: |
52.28 |
| Moneyness: |
1.20 |
| Premium: |
0.02 |
| Premium p.a.: |
0.03 |
| Spread abs.: |
0.01 |
| Spread %: |
0.88% |
| Delta: |
-0.68 |
| Theta: |
-0.01 |
| Omega: |
-3.15 |
| Rho: |
-0.34 |
Quote data
| Open: |
1.11 |
| High: |
1.12 |
| Low: |
1.11 |
| Previous Close: |
1.03 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+13.13% |
| 1 Month |
|
|
+64.71% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.12 |
0.98 |
| 1M High / 1M Low: |
1.13 |
0.68 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.02 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
0.89 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
109.90% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
