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Soc. Generale Call 46 TSN 17.01.2.../  DE000SV479W4  /

Frankfurt Zert./SG
8/2/2024  2:27:27 PM Chg.-0.140 Bid2:42:45 PM Ask- Underlying Strike price Expiration date Option type
1.340EUR -9.46% 1.350
Bid Size: 6,000		 -
Ask Size: -		 Tyson Foods 46.00 USD 1/17/2025 Call
 

Master data

WKN: SV479W
Issuer: Société Générale
Currency: EUR
Underlying: Tyson Foods
Type: Warrant
Option type: Call
Strike price: 46.00 USD
Maturity: 1/17/2025
Issue date: 5/11/2023
Last trading day: 1/16/2025
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 3.86
Leverage: Yes

Calculated values

Fair value: 1.44
Intrinsic value: 1.37
Implied volatility: 0.27
Historic volatility: 0.20
Parity: 1.37
Time value: 0.09
Break-even: 57.25
Moneyness: 1.32
Premium: 0.02
Premium p.a.: 0.04
Spread abs.: 0.00
Spread %: 0.00%
Delta: 0.95
Theta: -0.01
Omega: 3.68
Rho: 0.18
 

Quote data

Open: 1.330
High: 1.390
Low: 1.320
Previous Close: 1.480
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week
  -9.46%
1 Month  
+13.56%
3 Months
  -13.55%
YTD  
+30.10%
1 Year  
+8.06%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 1.490 1.480
1M High / 1M Low: 1.490 1.020
6M High / 6M Low: 1.610 0.860
High (YTD): 5/3/2024 1.610
Low (YTD): 2/13/2024 0.860
52W High: 5/3/2024 1.610
52W Low: 11/13/2023 0.580
Avg. price 1W:   1.484
Avg. volume 1W:   0.000
Avg. price 1M:   1.278
Avg. volume 1M:   0.000
Avg. price 6M:   1.228
Avg. volume 6M:   0.000
Avg. price 1Y:   1.085
Avg. volume 1Y:   0.000
Volatility 1M:   82.12%
Volatility 6M:   79.80%
Volatility 1Y:   82.89%
Volatility 3Y:   -