Soc. Generale Call 45 TSN 20.06.2025
/ DE000SU2YRS5
Soc. Generale Call 45 TSN 20.06.2.../ DE000SU2YRS5 /
| 2024-06-21 9:46:41 PM |
Chg.-0.010 |
Bid9:59:51 PM |
Ask9:59:51 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.260EUR |
-0.79% |
1.270
Bid Size: 7,000 |
1.280
Ask Size: 7,000 |
Tyson Foods |
45.00 USD |
2025-06-20 |
Call |
Master data
| WKN: |
SU2YRS |
| Issuer: |
Société Générale |
| Currency: |
EUR |
| Underlying: |
Tyson Foods |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
45.00 USD |
| Maturity: |
2025-06-20 |
| Issue date: |
2023-11-29 |
| Last trading day: |
2025-06-19 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
4.10 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.23 |
| Intrinsic value: |
1.04 |
| Implied volatility: |
0.25 |
| Historic volatility: |
0.20 |
| Parity: |
1.04 |
| Time value: |
0.24 |
| Break-even: |
54.83 |
| Moneyness: |
1.25 |
| Premium: |
0.05 |
| Premium p.a.: |
0.05 |
| Spread abs.: |
0.01 |
| Spread %: |
0.79% |
| Delta: |
0.87 |
| Theta: |
-0.01 |
| Omega: |
3.58 |
| Rho: |
0.33 |
Quote data
| Open: |
1.180 |
| High: |
1.270 |
| Low: |
1.170 |
| Previous Close: |
1.270 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
+14.55% |
| 1 Month |
|
|
-24.10% |
| 3 Months |
|
|
-13.10% |
| YTD |
|
|
+5.88% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.270 |
1.100 |
| 1M High / 1M Low: |
1.660 |
1.080 |
| 6M High / 6M Low: |
1.780 |
1.020 |
| High (YTD): |
2024-05-03 |
1.780 |
| Low (YTD): |
2024-02-13 |
1.020 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.180 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.317 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
1.352 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
71.65% |
| Volatility 6M: |
|
66.89% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
