Soc. Generale Call 42 TSN 20.12.2024
/ DE000SU2P7K9
Soc. Generale Call 42 TSN 20.12.2.../ DE000SU2P7K9 /
| 2024-09-24 8:56:32 AM |
Chg.+0.03 |
Bid1:57:22 PM |
Ask1:57:22 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.52EUR |
+2.01% |
1.59
Bid Size: 4,000 |
-
Ask Size: - |
Tyson Foods |
42.00 USD |
2024-12-20 |
Call |
Master data
| WKN: |
SU2P7K |
| Issuer: |
Société Générale |
| Currency: |
EUR |
| Underlying: |
Tyson Foods |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
42.00 USD |
| Maturity: |
2024-12-20 |
| Issue date: |
2023-11-23 |
| Last trading day: |
2024-12-19 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
3.20 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.69 |
| Intrinsic value: |
1.66 |
| Implied volatility: |
0.41 |
| Historic volatility: |
0.19 |
| Parity: |
1.66 |
| Time value: |
0.04 |
| Break-even: |
54.80 |
| Moneyness: |
1.44 |
| Premium: |
0.01 |
| Premium p.a.: |
0.03 |
| Spread abs.: |
0.00 |
| Spread %: |
0.00% |
| Delta: |
0.97 |
| Theta: |
-0.01 |
| Omega: |
3.11 |
| Rho: |
0.09 |
Quote data
| Open: |
1.52 |
| High: |
1.52 |
| Low: |
1.52 |
| Previous Close: |
1.49 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-7.88% |
| 1 Month |
|
|
-12.14% |
| 3 Months |
|
|
+20.63% |
| YTD |
|
|
+19.69% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.65 |
1.49 |
| 1M High / 1M Low: |
2.03 |
1.49 |
| 6M High / 6M Low: |
2.03 |
1.06 |
| High (YTD): |
2024-09-09 |
2.03 |
| Low (YTD): |
2024-06-14 |
1.06 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.61 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.80 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
1.53 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
74.42% |
| Volatility 6M: |
|
67.97% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
