Soc. Generale Call 45 TSN 20.09.2024
/ DE000SV479P8
Soc. Generale Call 45 TSN 20.09.2.../ DE000SV479P8 /
| 2024-06-27 8:58:29 AM |
Chg.-0.04 |
Bid4:13:54 PM |
Ask4:13:54 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.00EUR |
-3.85% |
1.17
Bid Size: 35,000 |
-
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: |
4.52 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.15 |
| Intrinsic value: |
1.11 |
| Implied volatility: |
0.36 |
| Historic volatility: |
0.20 |
| Parity: |
1.11 |
| Time value: |
0.07 |
| Break-even: |
53.94 |
| Moneyness: |
1.26 |
| Premium: |
0.01 |
| Premium p.a.: |
0.05 |
| Spread abs.: |
0.00 |
| Spread %: |
0.00% |
| Delta: |
0.93 |
| Theta: |
-0.01 |
| Omega: |
4.20 |
| Rho: |
0.09 |
Quote data
| Open: |
1.00 |
| High: |
1.00 |
| Low: |
1.00 |
| Previous Close: |
1.04 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+11.11% |
| 1 Month |
|
|
-16.67% |
| 3 Months |
|
|
-20.00% |
| YTD |
|
|
-0.99% |
| 1 Year |
|
|
+12.36% |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.05 |
0.90 |
| 1M High / 1M Low: |
1.20 |
0.76 |
| 6M High / 6M Low: |
1.48 |
0.76 |
| High (YTD): |
2024-05-06 |
1.48 |
| Low (YTD): |
2024-06-14 |
0.76 |
| 52W High: |
2024-05-06 |
1.48 |
| 52W Low: |
2023-11-13 |
0.52 |
| Avg. price 1W: |
|
0.98 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
0.96 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
1.10 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
1.01 |
| Avg. volume 1Y: |
|
0.00 |
| Volatility 1M: |
|
92.84% |
| Volatility 6M: |
|
85.49% |
| Volatility 1Y: |
|
90.03% |
| Volatility 3Y: |
|
- |
