Soc. Generale Put 55 TSN 20.09.2024
/ DE000SV7ZSY6
Soc. Generale Put 55 TSN 20.09.20.../ DE000SV7ZSY6 /
| 2024-05-17 9:49:27 PM |
Chg.0.000 |
Bid9:58:01 PM |
Ask9:58:01 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.120EUR |
0.00% |
0.130
Bid Size: 15,000 |
0.140
Ask Size: 15,000 |
Tyson Foods |
55.00 USD |
2024-09-20 |
Put |
Master data
| WKN: |
SV7ZSY |
| Issuer: |
Société Générale |
| Currency: |
EUR |
| Underlying: |
Tyson Foods |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
55.00 USD |
| Maturity: |
2024-09-20 |
| Issue date: |
2023-06-27 |
| Last trading day: |
2024-09-19 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-39.60 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.06 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.28 |
| Historic volatility: |
0.20 |
| Parity: |
-0.48 |
| Time value: |
0.14 |
| Break-even: |
49.20 |
| Moneyness: |
0.91 |
| Premium: |
0.11 |
| Premium p.a.: |
0.36 |
| Spread abs.: |
0.01 |
| Spread %: |
7.69% |
| Delta: |
-0.24 |
| Theta: |
-0.01 |
| Omega: |
-9.44 |
| Rho: |
-0.05 |
Quote data
| Open: |
0.098 |
| High: |
0.120 |
| Low: |
0.098 |
| Previous Close: |
0.120 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
-20.00% |
| 1 Month |
|
|
-52.00% |
| 3 Months |
|
|
-76.47% |
| YTD |
|
|
-76.00% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.150 |
0.120 |
| 1M High / 1M Low: |
0.250 |
0.120 |
| 6M High / 6M Low: |
0.900 |
0.120 |
| High (YTD): |
2024-02-13 |
0.610 |
| Low (YTD): |
2024-05-17 |
0.120 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.132 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.176 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.435 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
126.96% |
| Volatility 6M: |
|
117.11% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
