Soc. Generale Put 55 TSN 20.09.2024
/ DE000SV7ZSY6
Soc. Generale Put 55 TSN 20.09.20.../ DE000SV7ZSY6 /
| 2024-06-21 4:53:37 PM |
Chg.-0.010 |
Bid5:43:15 PM |
Ask5:43:15 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.210EUR |
-4.55% |
0.220
Bid Size: 80,000 |
0.230
Ask Size: 80,000 |
Tyson Foods |
55.00 USD |
2024-09-20 |
Put |
Master data
| WKN: |
SV7ZSY |
| Issuer: |
Société Générale |
| Currency: |
EUR |
| Underlying: |
Tyson Foods |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
55.00 USD |
| Maturity: |
2024-09-20 |
| Issue date: |
2023-06-27 |
| Last trading day: |
2024-09-19 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-23.83 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.14 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.28 |
| Historic volatility: |
0.20 |
| Parity: |
-0.10 |
| Time value: |
0.22 |
| Break-even: |
49.17 |
| Moneyness: |
0.98 |
| Premium: |
0.06 |
| Premium p.a.: |
0.27 |
| Spread abs.: |
0.01 |
| Spread %: |
4.76% |
| Delta: |
-0.39 |
| Theta: |
-0.01 |
| Omega: |
-9.31 |
| Rho: |
-0.06 |
Quote data
| Open: |
0.180 |
| High: |
0.220 |
| Low: |
0.170 |
| Previous Close: |
0.220 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
-30.00% |
| 1 Month |
|
|
+90.91% |
| 3 Months |
|
|
-19.23% |
| YTD |
|
|
-58.00% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.300 |
0.200 |
| 1M High / 1M Low: |
0.310 |
0.110 |
| 6M High / 6M Low: |
0.630 |
0.110 |
| High (YTD): |
2024-02-13 |
0.610 |
| Low (YTD): |
2024-05-21 |
0.110 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.242 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.204 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.336 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
215.77% |
| Volatility 6M: |
|
143.53% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
