Soc. Generale Call 45 TSN 20.09.2024
/ DE000SV479P8
Soc. Generale Call 45 TSN 20.09.2.../ DE000SV479P8 /
16/08/2024 08:59:56 |
Chg.0.00 |
Bid19:46:09 |
Ask19:46:09 |
Underlying |
Strike price |
Expiration date |
Option type |
1.36EUR |
0.00% |
1.56 Bid Size: 30,000 |
- Ask Size: - |
Tyson Foods |
45.00 USD |
20/09/2024 |
Call |
Master data
WKN: |
SV479P |
Issuer: |
Société Générale |
Currency: |
EUR |
Underlying: |
Tyson Foods |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
45.00 USD |
Maturity: |
20/09/2024 |
Issue date: |
11/05/2023 |
Last trading day: |
19/09/2024 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
3.65 |
Leverage: |
Yes |
Calculated values
Fair value: |
1.57 |
Intrinsic value: |
1.55 |
Implied volatility: |
- |
Historic volatility: |
0.19 |
Parity: |
1.55 |
Time value: |
0.00 |
Break-even: |
56.51 |
Moneyness: |
1.38 |
Premium: |
0.00 |
Premium p.a.: |
-0.01 |
Spread abs.: |
0.00 |
Spread %: |
0.00% |
Delta: |
- |
Theta: |
- |
Omega: |
- |
Rho: |
- |
Quote data
Open: |
1.36 |
High: |
1.36 |
Low: |
1.36 |
Previous Close: |
1.36 |
Turnover: |
- |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
0.00% |
1 Month |
|
|
+36.00% |
3 Months |
|
|
+5.43% |
YTD |
|
|
+34.65% |
1 Year |
|
|
+24.77% |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
1.36 |
1.22 |
1M High / 1M Low: |
1.43 |
1.00 |
6M High / 6M Low: |
1.48 |
0.76 |
High (YTD): |
06/05/2024 |
1.48 |
Low (YTD): |
14/06/2024 |
0.76 |
52W High: |
06/05/2024 |
1.48 |
52W Low: |
13/11/2023 |
0.52 |
Avg. price 1W: |
|
1.31 |
Avg. volume 1W: |
|
0.00 |
Avg. price 1M: |
|
1.26 |
Avg. volume 1M: |
|
0.00 |
Avg. price 6M: |
|
1.13 |
Avg. volume 6M: |
|
0.00 |
Avg. price 1Y: |
|
1.01 |
Avg. volume 1Y: |
|
0.00 |
Volatility 1M: |
|
108.39% |
Volatility 6M: |
|
87.05% |
Volatility 1Y: |
|
91.10% |
Volatility 3Y: |
|
- |