Soc. Generale Call 42 TSN 17.01.2025
/ DE000SV479U8
Soc. Generale Call 42 TSN 17.01.2.../ DE000SV479U8 /
| 05/07/2024 08:59:59 |
Chg.-0.01 |
Bid22:00:33 |
Ask22:00:33 |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.31EUR |
-0.76% |
-
Bid Size: - |
-
Ask Size: - |
Tyson Foods |
42.00 USD |
17/01/2025 |
Call |
Master data
| WKN: |
SV479U |
| Issuer: |
Société Générale |
| Currency: |
EUR |
| Underlying: |
Tyson Foods |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
42.00 USD |
| Maturity: |
17/01/2025 |
| Issue date: |
11/05/2023 |
| Last trading day: |
16/01/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
3.75 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.37 |
| Intrinsic value: |
1.29 |
| Implied volatility: |
0.24 |
| Historic volatility: |
0.20 |
| Parity: |
1.29 |
| Time value: |
0.09 |
| Break-even: |
52.55 |
| Moneyness: |
1.33 |
| Premium: |
0.02 |
| Premium p.a.: |
0.03 |
| Spread abs.: |
0.00 |
| Spread %: |
0.00% |
| Delta: |
0.97 |
| Theta: |
-0.01 |
| Omega: |
3.62 |
| Rho: |
0.19 |
Quote data
| Open: |
1.31 |
| High: |
1.31 |
| Low: |
1.31 |
| Previous Close: |
1.32 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+2.34% |
| 1 Month |
|
|
+3.15% |
| 3 Months |
|
|
-20.61% |
| YTD |
|
|
+1.55% |
| 1 Year |
|
|
-0.76% |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.35 |
1.31 |
| 1M High / 1M Low: |
1.38 |
1.09 |
| 6M High / 6M Low: |
1.81 |
1.09 |
| High (YTD): |
06/05/2024 |
1.81 |
| Low (YTD): |
14/06/2024 |
1.09 |
| 52W High: |
06/05/2024 |
1.81 |
| 52W Low: |
13/11/2023 |
0.76 |
| Avg. price 1W: |
|
1.33 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.26 |
| 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: |
|
66.65% |
| Volatility 6M: |
|
66.25% |
| Volatility 1Y: |
|
71.60% |
| Volatility 3Y: |
|
- |
