Soc. Generale Call 60 TSN 20.06.2025
/ DE000SU2YYH4
Soc. Generale Call 60 TSN 20.06.2.../ DE000SU2YYH4 /
| 2024-09-24 8:28:15 AM |
Chg.+0.020 |
Bid11:53:23 AM |
Ask11:53:23 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.480EUR |
+4.35% |
0.510
Bid Size: 8,000 |
0.600
Ask Size: 8,000 |
Tyson Foods |
60.00 USD |
2025-06-20 |
Call |
Master data
| WKN: |
SU2YYH |
| Issuer: |
Société Générale |
| Currency: |
EUR |
| Underlying: |
Tyson Foods |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
60.00 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: |
10.07 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.45 |
| Intrinsic value: |
0.04 |
| Implied volatility: |
0.25 |
| Historic volatility: |
0.19 |
| Parity: |
0.04 |
| Time value: |
0.50 |
| Break-even: |
59.40 |
| Moneyness: |
1.01 |
| Premium: |
0.09 |
| Premium p.a.: |
0.13 |
| Spread abs.: |
0.01 |
| Spread %: |
1.89% |
| Delta: |
0.60 |
| Theta: |
-0.01 |
| Omega: |
6.05 |
| Rho: |
0.20 |
Quote data
| Open: |
0.480 |
| High: |
0.480 |
| Low: |
0.480 |
| Previous Close: |
0.460 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-17.24% |
| 1 Month |
|
|
-27.27% |
| 3 Months |
|
|
+20.00% |
| YTD |
|
|
-4.00% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.580 |
0.460 |
| 1M High / 1M Low: |
0.880 |
0.460 |
| 6M High / 6M Low: |
0.880 |
0.310 |
| High (YTD): |
2024-09-09 |
0.880 |
| Low (YTD): |
2024-06-17 |
0.310 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.544 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.694 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.588 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
136.39% |
| Volatility 6M: |
|
117.15% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
