Soc. Generale Put 70 TSN 21.03.2025
/ DE000SY7YVP8
Soc. Generale Put 70 TSN 21.03.20.../ DE000SY7YVP8 /
| 12/11/2024 21:43:26 |
Chg.-0.320 |
Bid21:59:52 |
Ask21:59:52 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.800EUR |
-28.57% |
0.810
Bid Size: 5,000 |
0.820
Ask Size: 5,000 |
Tyson Foods |
70.00 USD |
21/03/2025 |
Put |
Master data
| WKN: |
SY7YVP |
| Issuer: |
Société Générale |
| Currency: |
EUR |
| Underlying: |
Tyson Foods |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
70.00 USD |
| Maturity: |
21/03/2025 |
| Issue date: |
28/08/2024 |
| Last trading day: |
20/03/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-4.88 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.05 |
| Intrinsic value: |
1.05 |
| Implied volatility: |
0.35 |
| Historic volatility: |
0.20 |
| Parity: |
1.05 |
| Time value: |
0.08 |
| Break-even: |
54.35 |
| Moneyness: |
1.19 |
| Premium: |
0.01 |
| Premium p.a.: |
0.04 |
| Spread abs.: |
0.01 |
| Spread %: |
0.89% |
| Delta: |
-0.75 |
| Theta: |
-0.01 |
| Omega: |
-3.68 |
| Rho: |
-0.19 |
Quote data
| Open: |
1.050 |
| High: |
1.070 |
| Low: |
0.610 |
| Previous Close: |
1.120 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
-25.93% |
| 1 Month |
|
|
-25.93% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.120 |
1.050 |
| 1M High / 1M Low: |
1.140 |
0.960 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.088 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.063 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
73.99% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
