Soc. Generale Call 60 TSN 20.09.2024
/ DE000SQ80DU7
Soc. Generale Call 60 TSN 20.09.2.../ DE000SQ80DU7 /
2024-06-14 9:42:52 PM |
Chg.+0.003 |
Bid9:59:50 PM |
Ask9:59:50 PM |
Underlying |
Strike price |
Expiration date |
Option type |
0.092EUR |
+3.37% |
0.093 Bid Size: 15,000 |
0.110 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: |
45.83 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.05 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.27 |
Historic volatility: |
0.20 |
Parity: |
-0.56 |
Time value: |
0.11 |
Break-even: |
57.15 |
Moneyness: |
0.90 |
Premium: |
0.13 |
Premium p.a.: |
0.60 |
Spread abs.: |
0.02 |
Spread %: |
19.57% |
Delta: |
0.27 |
Theta: |
-0.01 |
Omega: |
12.40 |
Rho: |
0.03 |
Quote data
Open: |
0.067 |
High: |
0.097 |
Low: |
0.067 |
Previous Close: |
0.089 |
Turnover: |
0.000 |
Market phase: |
CL |
All quotes in EUR
Performance
1 Week |
|
|
-34.29% |
1 Month |
|
|
-75.79% |
3 Months |
|
|
-67.14% |
YTD |
|
|
-67.14% |
1 Year |
|
|
-70.32% |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.140 |
0.089 |
1M High / 1M Low: |
0.380 |
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: |
|
0.114 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.222 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
0.291 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
0.287 |
Avg. volume 1Y: |
|
0.000 |
Volatility 1M: |
|
133.66% |
Volatility 6M: |
|
155.19% |
Volatility 1Y: |
|
154.53% |
Volatility 3Y: |
|
- |