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: |
|
- |
