Soc. Generale Call 70 TSN 19.09.2025
/ DE000SW7MP68
Soc. Generale Call 70 TSN 19.09.2.../ DE000SW7MP68 /
2024-09-23 9:08:00 PM |
Chg.+0.010 |
Bid9:47:24 PM |
Ask9:47:24 PM |
Underlying |
Strike price |
Expiration date |
Option type |
0.250EUR |
+4.17% |
0.250 Bid Size: 80,000 |
0.260 Ask Size: 80,000 |
Tyson Foods |
70.00 USD |
2025-09-19 |
Call |
Master data
WKN: |
SW7MP6 |
Issuer: |
Société Générale |
Currency: |
EUR |
Underlying: |
Tyson Foods |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
70.00 USD |
Maturity: |
2025-09-19 |
Issue date: |
2024-03-12 |
Last trading day: |
2025-09-18 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
20.73 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.18 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.23 |
Historic volatility: |
0.19 |
Parity: |
-0.88 |
Time value: |
0.26 |
Break-even: |
65.33 |
Moneyness: |
0.86 |
Premium: |
0.21 |
Premium p.a.: |
0.21 |
Spread abs.: |
0.01 |
Spread %: |
4.00% |
Delta: |
0.35 |
Theta: |
-0.01 |
Omega: |
7.22 |
Rho: |
0.16 |
Quote data
Open: |
0.230 |
High: |
0.250 |
Low: |
0.230 |
Previous Close: |
0.240 |
Turnover: |
0.000 |
Market phase: |
PRE CALL |
All quotes in EUR
Performance
1 Week |
|
|
-24.24% |
1 Month |
|
|
-37.50% |
3 Months |
|
|
+4.17% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.330 |
0.240 |
1M High / 1M Low: |
0.540 |
0.240 |
6M High / 6M Low: |
0.550 |
0.180 |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.302 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.407 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
0.370 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
163.20% |
Volatility 6M: |
|
123.82% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |