OverviewChartNewsTraderScreen

Soc. Generale Call 60 TSN 21.06.2.../  DE000SQ4FZ86  /

EUWAX
2024-05-17  8:54:35 AM Chg.+0.010 Bid10:00:46 PM Ask10:00:46 PM Underlying Strike price Expiration date Option type
0.120EUR +9.09% -
Bid Size: -		 -
Ask Size: -		 Tyson Foods 60.00 USD 2024-06-21 Call
 

Master data

WKN: SQ4FZ8
Issuer: Société Générale
Currency: EUR
Underlying: Tyson Foods
Type: Warrant
Option type: Call
Strike price: 60.00 USD
Maturity: 2024-06-21
Issue date: 2022-11-16
Last trading day: 2024-06-20
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 39.60
Leverage: Yes

Calculated values

Fair value: 0.16
Intrinsic value: 0.02
Implied volatility: 0.17
Historic volatility: 0.20
Parity: 0.02
Time value: 0.12
Break-even: 56.60
Moneyness: 1.00
Premium: 0.02
Premium p.a.: 0.25
Spread abs.: 0.01
Spread %: 7.69%
Delta: 0.57
Theta: -0.02
Omega: 22.49
Rho: 0.03
 

Quote data

Open: 0.120
High: 0.120
Low: 0.120
Previous Close: 0.110
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+37.93%
1 Month
  -36.84%
3 Months  
+29.03%
YTD
  -40.00%
1 Year
  -53.85%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.120 0.074
1M High / 1M Low: 0.310 0.071
6M High / 6M Low: 0.310 0.071
High (YTD): 2024-05-06 0.310
Low (YTD): 2024-05-08 0.071
52W High: 2023-08-04 0.430
52W Low: 2024-05-08 0.071
Avg. price 1W:   0.096
Avg. volume 1W:   0.000
Avg. price 1M:   0.179
Avg. volume 1M:   0.000
Avg. price 6M:   0.162
Avg. volume 6M:   0.000
Avg. price 1Y:   0.204
Avg. volume 1Y:   0.000
Volatility 1M:   348.13%
Volatility 6M:   236.11%
Volatility 1Y:   197.67%
Volatility 3Y:   -