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Soc. Generale Call 45 TSN 20.09.2.../  DE000SV479P8  /

EUWAX
2024-07-05  8:59:59 AM Chg.-0.010 Bid10:00:33 PM Ask10:00:33 PM Underlying Strike price Expiration date Option type
0.990EUR -1.00% -
Bid Size: -		 -
Ask Size: -		 Tyson Foods 45.00 USD 2024-09-20 Call
 

Master data

WKN: SV479P
Issuer: Société Générale
Currency: EUR
Underlying: Tyson Foods
Type: Warrant
Option type: Call
Strike price: 45.00 USD
Maturity: 2024-09-20
Issue date: 2023-05-11
Last trading day: 2024-09-19
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 4.83
Leverage: Yes

Calculated values

Fair value: 1.05
Intrinsic value: 1.02
Implied volatility: 0.34
Historic volatility: 0.20
Parity: 1.02
Time value: 0.05
Break-even: 52.22
Moneyness: 1.24
Premium: 0.01
Premium p.a.: 0.05
Spread abs.: 0.00
Spread %: 0.00%
Delta: 0.94
Theta: -0.01
Omega: 4.54
Rho: 0.08
 

Quote data

Open: 0.990
High: 0.990
Low: 0.990
Previous Close: 1.000
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+2.06%
1 Month  
+4.21%
3 Months
  -26.12%
YTD
  -1.98%
1 Year
  -6.60%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 1.020 0.990
1M High / 1M Low: 1.050 0.760
6M High / 6M Low: 1.480 0.760
High (YTD): 2024-05-06 1.480
Low (YTD): 2024-06-14 0.760
52W High: 2024-05-06 1.480
52W Low: 2023-11-13 0.520
Avg. price 1W:   1.004
Avg. volume 1W:   0.000
Avg. price 1M:   0.939
Avg. volume 1M:   0.000
Avg. price 6M:   1.095
Avg. volume 6M:   0.000
Avg. price 1Y:   1.006
Avg. volume 1Y:   0.000
Volatility 1M:   85.26%
Volatility 6M:   83.90%
Volatility 1Y:   89.78%
Volatility 3Y:   -