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Soc. Generale Call 60 TSN 20.09.2.../  DE000SQ80DU7  /

Frankfurt Zert./SG
2024-06-21  9:42:20 PM Chg.0.000 Bid9:58:01 PM Ask9:58:01 PM Underlying Strike price Expiration date Option type
0.140EUR 0.00% 0.140
Bid Size: 15,000		 0.150
Ask Size: 15,000		 Tyson Foods 60.00 USD 2024-09-20 Call
 

Master data

WKN: SQ80DU
Issuer: Société Générale
Currency: EUR
Underlying: Tyson Foods
Type: Warrant
Option type: Call
Strike price: 60.00 USD
Maturity: 2024-09-20
Issue date: 2023-02-13
Last trading day: 2024-09-19
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 35.10
Leverage: Yes

Calculated values

Fair value: 0.10
Intrinsic value: 0.00
Implied volatility: 0.25
Historic volatility: 0.20
Parity: -0.35
Time value: 0.15
Break-even: 57.62
Moneyness: 0.94
Premium: 0.09
Premium p.a.: 0.44
Spread abs.: 0.01
Spread %: 7.14%
Delta: 0.36
Theta: -0.02
Omega: 12.49
Rho: 0.04
 

Quote data

Open: 0.110
High: 0.140
Low: 0.110
Previous Close: 0.140
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week  
+52.17%
1 Month
  -58.82%
3 Months
  -57.58%
YTD
  -50.00%
1 Year
  -53.33%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.140 0.100
1M High / 1M Low: 0.340 0.089
6M High / 6M Low: 0.520 0.089
High (YTD): 2024-04-24 0.520
Low (YTD): 2024-06-13 0.089
52W High: 2024-04-24 0.520
52W Low: 2024-06-13 0.089
Avg. price 1W:   0.124
Avg. volume 1W:   0.000
Avg. price 1M:   0.176
Avg. volume 1M:   0.000
Avg. price 6M:   0.286
Avg. volume 6M:   0.000
Avg. price 1Y:   0.284
Avg. volume 1Y:   0.000
Volatility 1M:   233.71%
Volatility 6M:   171.07%
Volatility 1Y:   162.53%
Volatility 3Y:   -