Soc. Generale Call 60 TSN 21.03.2025
/ DE000SW3PPE3
Soc. Generale Call 60 TSN 21.03.2.../ DE000SW3PPE3 /
| 2024-05-31 9:40:01 PM |
Chg.+0.010 |
Bid9:58:07 PM |
Ask9:58:07 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.430EUR |
+2.38% |
0.440
Bid Size: 10,000 |
0.450
Ask Size: 10,000 |
Tyson Foods |
60.00 USD |
2025-03-21 |
Call |
Master data
| WKN: |
SW3PPE |
| Issuer: |
Société Générale |
| Currency: |
EUR |
| Underlying: |
Tyson Foods |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
60.00 USD |
| Maturity: |
2025-03-21 |
| Issue date: |
2023-09-19 |
| Last trading day: |
2025-03-20 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
11.73 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.34 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.26 |
| Historic volatility: |
0.20 |
| Parity: |
-0.25 |
| Time value: |
0.45 |
| Break-even: |
59.81 |
| Moneyness: |
0.95 |
| Premium: |
0.13 |
| Premium p.a.: |
0.17 |
| Spread abs.: |
0.01 |
| Spread %: |
2.27% |
| Delta: |
0.52 |
| Theta: |
-0.01 |
| Omega: |
6.07 |
| Rho: |
0.18 |
Quote data
| Open: |
0.370 |
| High: |
0.450 |
| Low: |
0.370 |
| Previous Close: |
0.420 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
-20.37% |
| 1 Month |
|
|
-39.44% |
| 3 Months |
|
|
+13.16% |
| YTD |
|
|
0.00% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.470 |
0.420 |
| 1M High / 1M Low: |
0.750 |
0.420 |
| 6M High / 6M Low: |
0.750 |
0.330 |
| High (YTD): |
2024-05-03 |
0.750 |
| Low (YTD): |
2024-02-14 |
0.330 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.436 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.557 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.489 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
131.89% |
| Volatility 6M: |
|
110.16% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
