Soc. Generale Call 42 TSN 20.09.2024
/ DE000SU0AC68
Soc. Generale Call 42 TSN 20.09.2.../ DE000SU0AC68 /
| 17/06/2024 19:52:06 |
Chg.+0.120 |
Bid20:37:43 |
Ask- |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.310EUR |
+10.08% |
1.310
Bid Size: 35,000 |
-
Ask Size: - |
Tyson Foods |
42.00 USD |
20/09/2024 |
Call |
Master data
| WKN: |
SU0AC6 |
| Issuer: |
Société Générale |
| Currency: |
EUR |
| Underlying: |
Tyson Foods |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
42.00 USD |
| Maturity: |
20/09/2024 |
| Issue date: |
04/10/2023 |
| Last trading day: |
19/09/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
4.24 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.16 |
| Intrinsic value: |
1.12 |
| Implied volatility: |
0.38 |
| Historic volatility: |
0.20 |
| Parity: |
1.12 |
| Time value: |
0.07 |
| Break-even: |
51.14 |
| Moneyness: |
1.29 |
| Premium: |
0.01 |
| Premium p.a.: |
0.06 |
| Spread abs.: |
0.00 |
| Spread %: |
0.00% |
| Delta: |
0.93 |
| Theta: |
-0.01 |
| Omega: |
3.92 |
| Rho: |
0.09 |
Quote data
| Open: |
1.000 |
| High: |
1.340 |
| Low: |
1.000 |
| Previous Close: |
1.190 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
-2.96% |
| 1 Month |
|
|
-25.14% |
| 3 Months |
|
|
-2.24% |
| YTD |
|
|
+6.50% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.350 |
1.160 |
| 1M High / 1M Low: |
1.790 |
1.160 |
| 6M High / 6M Low: |
1.880 |
1.020 |
| High (YTD): |
03/05/2024 |
1.880 |
| Low (YTD): |
13/02/2024 |
1.020 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.254 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.469 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
1.408 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
56.39% |
| Volatility 6M: |
|
69.23% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
