Soc. Generale Call 46 TSN 17.01.2025
/ DE000SV479W4
Soc. Generale Call 46 TSN 17.01.2.../ DE000SV479W4 /
| 07/10/2024 08:58:39 |
Chg.+0.05 |
Bid22:00:37 |
Ask22:00:37 |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.13EUR |
+4.63% |
-
Bid Size: - |
-
Ask Size: - |
Tyson Foods |
46.00 USD |
17/01/2025 |
Call |
Master data
| WKN: |
SV479W |
| Issuer: |
Société Générale |
| Currency: |
EUR |
| Underlying: |
Tyson Foods |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
46.00 USD |
| Maturity: |
17/01/2025 |
| Issue date: |
11/05/2023 |
| Last trading day: |
16/01/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
4.41 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.18 |
| Intrinsic value: |
1.14 |
| Implied volatility: |
0.33 |
| Historic volatility: |
0.20 |
| Parity: |
1.14 |
| Time value: |
0.07 |
| Break-even: |
54.03 |
| Moneyness: |
1.27 |
| Premium: |
0.01 |
| Premium p.a.: |
0.04 |
| Spread abs.: |
0.00 |
| Spread %: |
0.00% |
| Delta: |
0.94 |
| Theta: |
-0.01 |
| Omega: |
4.13 |
| Rho: |
0.11 |
Quote data
| Open: |
1.13 |
| High: |
1.13 |
| Low: |
1.13 |
| Previous Close: |
1.08 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-5.83% |
| 1 Month |
|
|
-30.25% |
| 3 Months |
|
|
+16.49% |
| YTD |
|
|
+9.71% |
| 1 Year |
|
|
+46.75% |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.23 |
1.08 |
| 1M High / 1M Low: |
1.72 |
1.05 |
| 6M High / 6M Low: |
1.72 |
0.83 |
| High (YTD): |
09/09/2024 |
1.72 |
| Low (YTD): |
14/06/2024 |
0.83 |
| 52W High: |
09/09/2024 |
1.72 |
| 52W Low: |
13/11/2023 |
0.57 |
| Avg. price 1W: |
|
1.16 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.28 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
1.26 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
1.10 |
| Avg. volume 1Y: |
|
0.00 |
| Volatility 1M: |
|
99.71% |
| Volatility 6M: |
|
82.14% |
| Volatility 1Y: |
|
83.92% |
| Volatility 3Y: |
|
- |
