Soc. Generale Call 42 TSN 20.09.2024
/ DE000SU0AC68
Soc. Generale Call 42 TSN 20.09.2.../ DE000SU0AC68 /
| 5/31/2024 9:38:53 PM |
Chg.+0.040 |
Bid9:58:00 PM |
Ask- |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.450EUR |
+2.84% |
1.470
Bid Size: 6,000 |
-
Ask Size: - |
Tyson Foods |
42.00 USD |
9/20/2024 |
Call |
Master data
| WKN: |
SU0AC6 |
| Issuer: |
Société Générale |
| Currency: |
EUR |
| Underlying: |
Tyson Foods |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
42.00 USD |
| Maturity: |
9/20/2024 |
| Issue date: |
10/4/2023 |
| Last trading day: |
9/19/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
3.59 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.45 |
| Intrinsic value: |
1.41 |
| Implied volatility: |
0.36 |
| Historic volatility: |
0.20 |
| Parity: |
1.41 |
| Time value: |
0.06 |
| Break-even: |
53.42 |
| Moneyness: |
1.36 |
| Premium: |
0.01 |
| Premium p.a.: |
0.04 |
| Spread abs.: |
0.00 |
| Spread %: |
0.00% |
| Delta: |
0.96 |
| Theta: |
-0.01 |
| Omega: |
3.43 |
| Rho: |
0.11 |
Quote data
| Open: |
1.230 |
| High: |
1.480 |
| Low: |
1.230 |
| Previous Close: |
1.410 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
-13.17% |
| 1 Month |
|
|
-20.33% |
| 3 Months |
|
|
+23.93% |
| YTD |
|
|
+17.89% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.470 |
1.410 |
| 1M High / 1M Low: |
1.880 |
1.410 |
| 6M High / 6M Low: |
1.880 |
0.980 |
| High (YTD): |
5/3/2024 |
1.880 |
| Low (YTD): |
2/13/2024 |
1.020 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.450 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.652 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
1.387 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
81.43% |
| Volatility 6M: |
|
72.86% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
