Soc. Generale Put 50 TSN 20.09.2024
/ DE000SV6Q1B4
Soc. Generale Put 50 TSN 20.09.20.../ DE000SV6Q1B4 /
| 2024-05-24 9:42:10 PM |
Chg.+0.002 |
Bid9:59:15 PM |
Ask9:59:15 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.057EUR |
+3.64% |
0.058
Bid Size: 15,000 |
0.068
Ask Size: 15,000 |
Tyson Foods |
50.00 USD |
2024-09-20 |
Put |
Master data
| WKN: |
SV6Q1B |
| Issuer: |
Société Générale |
| Currency: |
EUR |
| Underlying: |
Tyson Foods |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
50.00 USD |
| Maturity: |
2024-09-20 |
| Issue date: |
2023-05-24 |
| Last trading day: |
2024-09-19 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-87.17 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.01 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.32 |
| Historic volatility: |
0.20 |
| Parity: |
-0.95 |
| Time value: |
0.06 |
| Break-even: |
45.61 |
| Moneyness: |
0.83 |
| Premium: |
0.18 |
| Premium p.a.: |
0.67 |
| Spread abs.: |
0.01 |
| Spread %: |
18.52% |
| Delta: |
-0.12 |
| Theta: |
-0.01 |
| Omega: |
-10.29 |
| Rho: |
-0.02 |
Quote data
| Open: |
0.038 |
| High: |
0.057 |
| Low: |
0.038 |
| Previous Close: |
0.055 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
+18.75% |
| 1 Month |
|
|
-35.23% |
| 3 Months |
|
|
-78.08% |
| YTD |
|
|
-81.61% |
| 1 Year |
|
|
-89.82% |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.055 |
0.047 |
| 1M High / 1M Low: |
0.100 |
0.047 |
| 6M High / 6M Low: |
0.600 |
0.047 |
| High (YTD): |
2024-02-13 |
0.360 |
| Low (YTD): |
2024-05-21 |
0.047 |
| 52W High: |
2023-10-25 |
0.770 |
| 52W Low: |
2024-05-21 |
0.047 |
| Avg. price 1W: |
|
0.051 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.071 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.241 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
0.376 |
| Avg. volume 1Y: |
|
0.000 |
| Volatility 1M: |
|
148.49% |
| Volatility 6M: |
|
139.07% |
| Volatility 1Y: |
|
114.28% |
| Volatility 3Y: |
|
- |
