Soc. Generale Call 48 TSN 20.09.2024
/ DE000SU0AC92
Soc. Generale Call 48 TSN 20.09.2.../ DE000SU0AC92 /
| 2024-06-21 9:38:59 PM |
Chg.+0.010 |
Bid9:58:01 PM |
Ask9:58:01 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.850EUR |
+1.19% |
0.870
Bid Size: 6,000 |
0.880
Ask Size: 6,000 |
Tyson Foods |
48.00 USD |
2024-09-20 |
Call |
Master data
| WKN: |
SU0AC9 |
| Issuer: |
Société Générale |
| Currency: |
EUR |
| Underlying: |
Tyson Foods |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
48.00 USD |
| Maturity: |
2024-09-20 |
| Issue date: |
2023-10-04 |
| Last trading day: |
2024-09-19 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
5.98 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.83 |
| Intrinsic value: |
0.78 |
| Implied volatility: |
0.33 |
| Historic volatility: |
0.20 |
| Parity: |
0.78 |
| Time value: |
0.10 |
| Break-even: |
53.69 |
| Moneyness: |
1.17 |
| Premium: |
0.02 |
| Premium p.a.: |
0.08 |
| Spread abs.: |
0.01 |
| Spread %: |
1.15% |
| Delta: |
0.86 |
| Theta: |
-0.01 |
| Omega: |
5.17 |
| Rho: |
0.09 |
Quote data
| Open: |
0.740 |
| High: |
0.860 |
| Low: |
0.740 |
| Previous Close: |
0.840 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
+25.00% |
| 1 Month |
|
|
-28.57% |
| 3 Months |
|
|
-18.27% |
| YTD |
|
|
+3.66% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.850 |
0.710 |
| 1M High / 1M Low: |
1.190 |
0.670 |
| 6M High / 6M Low: |
1.370 |
0.630 |
| High (YTD): |
2024-05-03 |
1.370 |
| Low (YTD): |
2024-02-13 |
0.630 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.792 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.887 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.950 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
115.86% |
| Volatility 6M: |
|
97.95% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
