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Soc. Generale Call 60 TSN 21.06.2.../  DE000SQ4HDF9  /

EUWAX
2024-05-31  1:59:56 PM Chg.+0.003 Bid10:00:35 PM Ask10:00:35 PM Underlying Strike price Expiration date Option type
0.018EUR +20.00% -
Bid Size: -		 -
Ask Size: -		 Tyson Foods 60.00 USD 2024-06-21 Call
 

Master data

WKN: SQ4HDF
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: 119.94
Leverage: Yes

Calculated values

Fair value: 0.02
Intrinsic value: 0.00
Implied volatility: 0.26
Historic volatility: 0.20
Parity: -0.25
Time value: 0.04
Break-even: 55.75
Moneyness: 0.95
Premium: 0.06
Premium p.a.: 1.72
Spread abs.: 0.01
Spread %: 29.41%
Delta: 0.24
Theta: -0.03
Omega: 28.76
Rho: 0.01
 

Quote data

Open: 0.013
High: 0.018
Low: 0.013
Previous Close: 0.015
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -76.92%
1 Month
  -92.50%
3 Months
  -85.00%
YTD
  -91.00%
1 Year
  -93.79%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.048 0.015
1M High / 1M Low: 0.310 0.015
6M High / 6M Low: 0.310 0.015
High (YTD): 2024-05-06 0.310
Low (YTD): 2024-05-30 0.015
52W High: 2023-08-04 0.410
52W Low: 2024-05-30 0.015
Avg. price 1W:   0.026
Avg. volume 1W:   0.000
Avg. price 1M:   0.097
Avg. volume 1M:   0.000
Avg. price 6M:   0.160
Avg. volume 6M:   0.000
Avg. price 1Y:   0.191
Avg. volume 1Y:   0.000
Volatility 1M:   447.48%
Volatility 6M:   266.84%
Volatility 1Y:   215.26%
Volatility 3Y:   -