Soc. Generale Call 45 TSN 17.01.2025
/ DE000SV6KFA7
Soc. Generale Call 45 TSN 17.01.2.../ DE000SV6KFA7 /
| 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: |
|
- |
