Soc. Generale Call 50 TSN 19.12.2.../  DE000SY11717  /

EUWAX
11/8/2024  1:51:09 PM Chg.+0.01 Bid10:00:40 PM Ask10:00:40 PM Underlying Strike price Expiration date Option type
1.09EUR +0.93% -
Bid Size: -
-
Ask Size: -
Tyson Foods 50.00 USD 12/19/2025 Call
 

Master data

WKN: SY1171
Issuer: Société Générale
Currency: EUR
Underlying: Tyson Foods
Type: Warrant
Option type: Call
Strike price: 50.00 USD
Maturity: 12/19/2025
Issue date: 6/20/2024
Last trading day: 12/18/2025
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 4.56
Leverage: Yes

Calculated values

Fair value: 1.14
Intrinsic value: 0.89
Implied volatility: 0.26
Historic volatility: 0.20
Parity: 0.89
Time value: 0.33
Break-even: 58.85
Moneyness: 1.19
Premium: 0.06
Premium p.a.: 0.05
Spread abs.: 0.01
Spread %: 0.83%
Delta: 0.82
Theta: -0.01
Omega: 3.73
Rho: 0.37
 

Quote data

Open: 1.05
High: 1.09
Low: 1.05
Previous Close: 1.08
Turnover: 0.00
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+4.81%
1 Month  
+5.83%
3 Months
  -19.26%
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 1.09 1.02
1M High / 1M Low: 1.18 0.98
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   1.05
Avg. volume 1W:   0.00
Avg. price 1M:   1.07
Avg. volume 1M:   0.00
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   72.81%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -