Soc. Generale Call 44 TSN 17.01.2025
/ DE000SV479V6
Soc. Generale Call 44 TSN 17.01.2.../ DE000SV479V6 /
9/4/2024 8:57:42 AM |
Chg.+0.06 |
Bid3:00:32 PM |
Ask3:00:32 PM |
Underlying |
Strike price |
Expiration date |
Option type |
1.77EUR |
+3.51% |
1.79 Bid Size: 5,000 |
- Ask Size: - |
Tyson Foods |
44.00 USD |
1/17/2025 |
Call |
Master data
WKN: |
SV479V |
Issuer: |
Société Générale |
Currency: |
EUR |
Underlying: |
Tyson Foods |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
44.00 USD |
Maturity: |
1/17/2025 |
Issue date: |
5/11/2023 |
Last trading day: |
1/16/2025 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
3.01 |
Leverage: |
Yes |
Calculated values
Fair value: |
1.94 |
Intrinsic value: |
1.88 |
Implied volatility: |
0.36 |
Historic volatility: |
0.19 |
Parity: |
1.88 |
Time value: |
0.07 |
Break-even: |
59.32 |
Moneyness: |
1.47 |
Premium: |
0.01 |
Premium p.a.: |
0.03 |
Spread abs.: |
0.00 |
Spread %: |
0.00% |
Delta: |
0.97 |
Theta: |
-0.01 |
Omega: |
2.93 |
Rho: |
0.14 |
Quote data
Open: |
1.77 |
High: |
1.77 |
Low: |
1.77 |
Previous Close: |
1.71 |
Turnover: |
- |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
+7.27% |
1 Month |
|
|
+19.59% |
3 Months |
|
|
+47.50% |
YTD |
|
|
+53.91% |
1 Year |
|
|
+48.74% |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
1.82 |
1.65 |
1M High / 1M Low: |
1.82 |
1.39 |
6M High / 6M Low: |
1.82 |
0.97 |
High (YTD): |
8/29/2024 |
1.82 |
Low (YTD): |
2/14/2024 |
0.96 |
52W High: |
8/29/2024 |
1.82 |
52W Low: |
11/13/2023 |
0.66 |
Avg. price 1W: |
|
1.73 |
Avg. volume 1W: |
|
0.00 |
Avg. price 1M: |
|
1.57 |
Avg. volume 1M: |
|
0.00 |
Avg. price 6M: |
|
1.36 |
Avg. volume 6M: |
|
0.00 |
Avg. price 1Y: |
|
1.19 |
Avg. volume 1Y: |
|
0.00 |
Volatility 1M: |
|
81.30% |
Volatility 6M: |
|
69.06% |
Volatility 1Y: |
|
76.47% |
Volatility 3Y: |
|
- |