Soc. Generale Call 44 TSN 20.12.2024
/ DE000SU2P7L7
Soc. Generale Call 44 TSN 20.12.2.../ DE000SU2P7L7 /
| 2024-06-14 8:58:26 AM |
Chg.-0.050 |
Bid10:00:31 PM |
Ask10:00:31 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.930EUR |
-5.10% |
-
Bid Size: - |
-
Ask Size: - |
Tyson Foods |
44.00 USD |
2024-12-20 |
Call |
Master data
| WKN: |
SU2P7L |
| Issuer: |
Société Générale |
| Currency: |
EUR |
| Underlying: |
Tyson Foods |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
44.00 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: |
4.71 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.02 |
| Intrinsic value: |
0.93 |
| Implied volatility: |
0.28 |
| Historic volatility: |
0.20 |
| Parity: |
0.93 |
| Time value: |
0.14 |
| Break-even: |
51.80 |
| Moneyness: |
1.23 |
| Premium: |
0.03 |
| Premium p.a.: |
0.05 |
| Spread abs.: |
0.01 |
| Spread %: |
0.94% |
| Delta: |
0.88 |
| Theta: |
-0.01 |
| Omega: |
4.17 |
| Rho: |
0.17 |
Quote data
| Open: |
0.930 |
| High: |
0.930 |
| Low: |
0.930 |
| Previous Close: |
0.980 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-15.45% |
| 1 Month |
|
|
-35.42% |
| 3 Months |
|
|
-23.77% |
| YTD |
|
|
-18.42% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.080 |
0.930 |
| 1M High / 1M Low: |
1.470 |
0.930 |
| 6M High / 6M Low: |
1.630 |
0.930 |
| High (YTD): |
2024-05-06 |
1.630 |
| Low (YTD): |
2024-06-14 |
0.930 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.024 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.230 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
1.246 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
51.08% |
| Volatility 6M: |
|
70.82% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
