Soc. Generale Call 45 TSN 20.12.2024
/ DE000SV479R4
Soc. Generale Call 45 TSN 20.12.2.../ DE000SV479R4 /
9/4/2024 8:57:42 AM |
Chg.+0.06 |
Bid7:33:16 PM |
Ask7:33:16 PM |
Underlying |
Strike price |
Expiration date |
Option type |
1.68EUR |
+3.70% |
1.94 Bid Size: 35,000 |
- Ask Size: - |
Tyson Foods |
45.00 USD |
12/20/2024 |
Call |
Master data
WKN: |
SV479R |
Issuer: |
Société Générale |
Currency: |
EUR |
Underlying: |
Tyson Foods |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
45.00 USD |
Maturity: |
12/20/2024 |
Issue date: |
5/11/2023 |
Last trading day: |
12/19/2024 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
3.15 |
Leverage: |
Yes |
Calculated values
Fair value: |
1.84 |
Intrinsic value: |
1.79 |
Implied volatility: |
0.43 |
Historic volatility: |
0.19 |
Parity: |
1.79 |
Time value: |
0.07 |
Break-even: |
59.33 |
Moneyness: |
1.44 |
Premium: |
0.01 |
Premium p.a.: |
0.04 |
Spread abs.: |
0.00 |
Spread %: |
0.00% |
Delta: |
0.96 |
Theta: |
-0.01 |
Omega: |
3.03 |
Rho: |
0.11 |
Quote data
Open: |
1.68 |
High: |
1.68 |
Low: |
1.68 |
Previous Close: |
1.62 |
Turnover: |
- |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
+7.69% |
1 Month |
|
|
+21.74% |
3 Months |
|
|
+52.73% |
YTD |
|
|
+57.01% |
1 Year |
|
|
+51.35% |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
1.73 |
1.56 |
1M High / 1M Low: |
1.73 |
1.29 |
6M High / 6M Low: |
1.73 |
0.88 |
High (YTD): |
8/29/2024 |
1.73 |
Low (YTD): |
2/14/2024 |
0.87 |
52W High: |
8/29/2024 |
1.73 |
52W Low: |
11/13/2023 |
0.59 |
Avg. price 1W: |
|
1.63 |
Avg. volume 1W: |
|
0.00 |
Avg. price 1M: |
|
1.47 |
Avg. volume 1M: |
|
0.00 |
Avg. price 6M: |
|
1.27 |
Avg. volume 6M: |
|
0.00 |
Avg. price 1Y: |
|
1.11 |
Avg. volume 1Y: |
|
0.00 |
Volatility 1M: |
|
84.40% |
Volatility 6M: |
|
71.70% |
Volatility 1Y: |
|
80.31% |
Volatility 3Y: |
|
- |