Soc. Generale Call 50 TSN 20.09.2024
/ DE000SV1W527
Soc. Generale Call 50 TSN 20.09.2.../ DE000SV1W527 /
8/30/2024 9:35:17 PM |
Chg.-0.030 |
Bid9:59:52 PM |
Ask- |
Underlying |
Strike price |
Expiration date |
Option type |
1.290EUR |
-2.27% |
1.310 Bid Size: 5,000 |
- Ask Size: - |
Tyson Foods |
50.00 USD |
9/20/2024 |
Call |
Master data
WKN: |
SV1W52 |
Issuer: |
Société Générale |
Currency: |
EUR |
Underlying: |
Tyson Foods |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
50.00 USD |
Maturity: |
9/20/2024 |
Issue date: |
3/9/2023 |
Last trading day: |
9/19/2024 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
4.44 |
Leverage: |
Yes |
Calculated values
Fair value: |
1.30 |
Intrinsic value: |
1.30 |
Implied volatility: |
0.55 |
Historic volatility: |
0.19 |
Parity: |
1.30 |
Time value: |
0.01 |
Break-even: |
58.36 |
Moneyness: |
1.29 |
Premium: |
0.00 |
Premium p.a.: |
0.05 |
Spread abs.: |
0.00 |
Spread %: |
0.00% |
Delta: |
0.98 |
Theta: |
-0.01 |
Omega: |
4.35 |
Rho: |
0.02 |
Quote data
Open: |
1.120 |
High: |
1.300 |
Low: |
1.120 |
Previous Close: |
1.320 |
Turnover: |
0.000 |
Market phase: |
CL |
All quotes in EUR
Performance
1 Week |
|
|
+8.40% |
1 Month |
|
|
+21.70% |
3 Months |
|
|
+63.29% |
YTD |
|
|
+84.29% |
1 Year |
|
|
+69.74% |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
1.380 |
1.250 |
1M High / 1M Low: |
1.380 |
0.860 |
6M High / 6M Low: |
1.380 |
0.530 |
High (YTD): |
8/28/2024 |
1.380 |
Low (YTD): |
2/13/2024 |
0.510 |
52W High: |
8/28/2024 |
1.380 |
52W Low: |
11/13/2023 |
0.320 |
Avg. price 1W: |
|
1.300 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
1.115 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
0.910 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
0.753 |
Avg. volume 1Y: |
|
0.000 |
Volatility 1M: |
|
114.07% |
Volatility 6M: |
|
109.92% |
Volatility 1Y: |
|
115.82% |
Volatility 3Y: |
|
- |