Soc. Generale Call 42 TSN 17.01.2025
/ DE000SV479U8
Soc. Generale Call 42 TSN 17.01.2.../ DE000SV479U8 /
| 2024-06-27 8:58:29 AM |
Chg.-0.04 |
Bid6:16:20 PM |
Ask6:16:20 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.34EUR |
-2.90% |
1.45
Bid Size: 40,000 |
-
Ask Size: - |
Tyson Foods |
42.00 USD |
2025-01-17 |
Call |
Master data
| WKN: |
SV479U |
| Issuer: |
Société Générale |
| Currency: |
EUR |
| Underlying: |
Tyson Foods |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
42.00 USD |
| Maturity: |
2025-01-17 |
| Issue date: |
2023-05-11 |
| Last trading day: |
2025-01-16 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
3.58 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.48 |
| Intrinsic value: |
1.40 |
| Implied volatility: |
0.25 |
| Historic volatility: |
0.20 |
| Parity: |
1.40 |
| Time value: |
0.09 |
| Break-even: |
54.23 |
| Moneyness: |
1.35 |
| Premium: |
0.02 |
| Premium p.a.: |
0.03 |
| Spread abs.: |
0.00 |
| Spread %: |
0.00% |
| Delta: |
0.96 |
| Theta: |
-0.01 |
| Omega: |
3.45 |
| Rho: |
0.20 |
Quote data
| Open: |
1.34 |
| High: |
1.34 |
| Low: |
1.34 |
| Previous Close: |
1.38 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+9.84% |
| 1 Month |
|
|
-11.84% |
| 3 Months |
|
|
-14.10% |
| YTD |
|
|
+3.88% |
| 1 Year |
|
|
+17.54% |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.38 |
1.22 |
| 1M High / 1M Low: |
1.52 |
1.09 |
| 6M High / 6M Low: |
1.81 |
1.09 |
| High (YTD): |
2024-05-06 |
1.81 |
| Low (YTD): |
2024-06-14 |
1.09 |
| 52W High: |
2024-05-06 |
1.81 |
| 52W Low: |
2023-11-13 |
0.76 |
| Avg. price 1W: |
|
1.30 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.29 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
1.40 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
1.29 |
| Avg. volume 1Y: |
|
0.00 |
| Volatility 1M: |
|
70.60% |
| Volatility 6M: |
|
67.39% |
| Volatility 1Y: |
|
71.77% |
| Volatility 3Y: |
|
- |
