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

Frankfurt Zert./SG
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:   -