Soc. Generale Call 45 TSN 17.01.2.../  DE000SV6KFA7  /

EUWAX
2024-07-29  8:58:41 AM Chg.+0.05 Bid10:15:05 AM Ask10:15:05 AM Underlying Strike price Expiration date Option type
1.40EUR +3.70% 1.46
Bid Size: 6,000
-
Ask Size: -
Tyson Foods 45.00 USD 2025-01-17 Call
 

Master data

WKN: SV6KFA
Issuer: Société Générale
Currency: EUR
Underlying: Tyson Foods
Type: Warrant
Option type: Call
Strike price: 45.00 USD
Maturity: 2025-01-17
Issue date: 2023-05-19
Last trading day: 2025-01-16
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 3.60
Leverage: Yes

Calculated values

Fair value: 1.55
Intrinsic value: 1.48
Implied volatility: 0.27
Historic volatility: 0.20
Parity: 1.48
Time value: 0.08
Break-even: 57.06
Moneyness: 1.36
Premium: 0.02
Premium p.a.: 0.03
Spread abs.: 0.00
Spread %: 0.00%
Delta: 0.97
Theta: -0.01
Omega: 3.48
Rho: 0.18
 

Quote data

Open: 1.40
High: 1.40
Low: 1.40
Previous Close: 1.35
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+7.69%
1 Month  
+29.63%
3 Months
  -5.41%
YTD  
+28.44%
1 Year  
+2.19%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 1.35 1.27
1M High / 1M Low: 1.35 1.02
6M High / 6M Low: 1.59 0.89
High (YTD): 2024-05-06 1.59
Low (YTD): 2024-02-14 0.89
52W High: 2024-05-06 1.59
52W Low: 2023-11-13 0.61
Avg. price 1W:   1.30
Avg. volume 1W:   0.00
Avg. price 1M:   1.18
Avg. volume 1M:   0.00
Avg. price 6M:   1.21
Avg. volume 6M:   0.00
Avg. price 1Y:   1.10
Avg. volume 1Y:   0.00
Volatility 1M:   68.79%
Volatility 6M:   74.32%
Volatility 1Y:   80.60%
Volatility 3Y:   -