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Soc. Generale Call 50 TSN 20.09.2.../  DE000SV1W527  /

Frankfurt Zert./SG
29/07/2024  12:09:24 Chg.-0.100 Bid29/07/2024 Ask- Underlying Strike price Expiration date Option type
0.960EUR -9.43% 0.960
Bid Size: 6,000		 -
Ask Size: -		 Tyson Foods 50.00 USD 20/09/2024 Call
 

Master data

WKN: SV1W52
Issuer: Société Générale
Currency: EUR
Underlying: Tyson Foods
Type: Warrant
Option type: Call
Strike price: 50.00 USD
Maturity: 20/09/2024
Issue date: 09/03/2023
Last trading day: 19/09/2024
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 5.30
Leverage: Yes

Calculated values

Fair value: 1.04
Intrinsic value: 1.01
Implied volatility: 0.36
Historic volatility: 0.20
Parity: 1.01
Time value: 0.05
Break-even: 56.67
Moneyness: 1.22
Premium: 0.01
Premium p.a.: 0.06
Spread abs.: 0.00
Spread %: 0.00%
Delta: 0.94
Theta: -0.01
Omega: 4.98
Rho: 0.06
 

Quote data

Open: 0.890
High: 0.960
Low: 0.890
Previous Close: 1.060
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week  
+3.23%
1 Month  
+28.00%
3 Months
  -15.04%
YTD  
+37.14%
1 Year
  -4.00%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 1.060 0.910
1M High / 1M Low: 1.060 0.640
6M High / 6M Low: 1.200 0.510
High (YTD): 03/05/2024 1.200
Low (YTD): 13/02/2024 0.510
52W High: 03/05/2024 1.200
52W Low: 13/11/2023 0.320
Avg. price 1W:   0.970
Avg. volume 1W:   0.000
Avg. price 1M:   0.828
Avg. volume 1M:   0.000
Avg. price 6M:   0.824
Avg. volume 6M:   0.000
Avg. price 1Y:   0.729
Avg. volume 1Y:   0.000
Volatility 1M:   119.73%
Volatility 6M:   116.69%
Volatility 1Y:   115.76%
Volatility 3Y:   -