Soc. Generale Call 50 TSN 16.01.2.../  DE000SY15460  /

EUWAX
03/09/2024  09:15:41 Chg.+0.01 Bid22:00:40 Ask22:00:40 Underlying Strike price Expiration date Option type
1.54EUR +0.65% -
Bid Size: -
-
Ask Size: -
Tyson Foods 50.00 USD 16/01/2026 Call
 

Master data

WKN: SY1546
Issuer: Société Générale
Currency: EUR
Underlying: Tyson Foods
Type: Warrant
Option type: Call
Strike price: 50.00 USD
Maturity: 16/01/2026
Issue date: 24/06/2024
Last trading day: 15/01/2026
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 3.63
Leverage: Yes

Calculated values

Fair value: 1.56
Intrinsic value: 1.29
Implied volatility: 0.23
Historic volatility: 0.19
Parity: 1.29
Time value: 0.31
Break-even: 61.18
Moneyness: 1.29
Premium: 0.05
Premium p.a.: 0.04
Spread abs.: 0.01
Spread %: 0.63%
Delta: 0.89
Theta: -0.01
Omega: 3.25
Rho: 0.49
 

Quote data

Open: 1.54
High: 1.54
Low: 1.54
Previous Close: 1.53
Turnover: 0.00
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+4.76%
1 Month  
+16.67%
3 Months     -
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 1.60 1.47
1M High / 1M Low: 1.60 1.23
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   1.54
Avg. volume 1W:   0.00
Avg. price 1M:   1.40
Avg. volume 1M:   0.00
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   76.61%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -