Soc. Generale Call 54 TSN 20.09.2024
/ DE000SU0ADB5
Soc. Generale Call 54 TSN 20.09.2.../ DE000SU0ADB5 /
2024-05-24 7:01:14 PM |
Chg.-0.030 |
Bid7:44:59 PM |
Ask7:44:59 PM |
Underlying |
Strike price |
Expiration date |
Option type |
0.680EUR |
-4.23% |
0.690 Bid Size: 45,000 |
0.700 Ask Size: 45,000 |
Tyson Foods |
54.00 USD |
2024-09-20 |
Call |
Master data
WKN: |
SU0ADB |
Issuer: |
Société Générale |
Currency: |
EUR |
Underlying: |
Tyson Foods |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
54.00 USD |
Maturity: |
2024-09-20 |
Issue date: |
2023-10-04 |
Last trading day: |
2024-09-19 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
7.75 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.69 |
Intrinsic value: |
0.58 |
Implied volatility: |
0.24 |
Historic volatility: |
0.20 |
Parity: |
0.58 |
Time value: |
0.14 |
Break-even: |
57.15 |
Moneyness: |
1.12 |
Premium: |
0.02 |
Premium p.a.: |
0.08 |
Spread abs.: |
0.01 |
Spread %: |
1.41% |
Delta: |
0.83 |
Theta: |
-0.01 |
Omega: |
6.44 |
Rho: |
0.13 |
Quote data
Open: |
0.640 |
High: |
0.750 |
Low: |
0.640 |
Previous Close: |
0.710 |
Turnover: |
0.000 |
Market phase: |
PRE CALL |
All quotes in EUR
Performance
1 Week |
|
|
-8.11% |
1 Month |
|
|
-24.44% |
3 Months |
|
|
+61.90% |
YTD |
|
|
+36.00% |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.770 |
0.710 |
1M High / 1M Low: |
0.910 |
0.600 |
6M High / 6M Low: |
0.910 |
0.230 |
High (YTD): |
2024-05-03 |
0.910 |
Low (YTD): |
2024-02-13 |
0.340 |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.734 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.752 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
0.551 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
135.97% |
Volatility 6M: |
|
131.99% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |