OverviewChartNewsTraderScreen

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

Frankfurt Zert./SG
7/5/2024  9:49:08 PM Chg.0.000 Bid9:59:06 PM Ask9:59:06 PM Underlying Strike price Expiration date Option type
0.670EUR 0.00% 0.660
Bid Size: 7,000		 0.670
Ask Size: 7,000		 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: 7.71
Leverage: Yes

Calculated values

Fair value: 0.61
Intrinsic value: 0.56
Implied volatility: 0.32
Historic volatility: 0.20
Parity: 0.56
Time value: 0.11
Break-even: 52.83
Moneyness: 1.12
Premium: 0.02
Premium p.a.: 0.11
Spread abs.: 0.01
Spread %: 1.52%
Delta: 0.82
Theta: -0.02
Omega: 6.31
Rho: 0.07
 

Quote data

Open: 0.660
High: 0.690
Low: 0.650
Previous Close: 0.670
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week
  -10.67%
1 Month
  -6.94%
3 Months
  -32.32%
YTD
  -4.29%
1 Year
  -11.84%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.790 0.640
1M High / 1M Low: 0.830 0.530
6M High / 6M Low: 1.200 0.510
High (YTD): 5/3/2024 1.200
Low (YTD): 2/13/2024 0.510
52W High: 5/3/2024 1.200
52W Low: 11/13/2023 0.320
Avg. price 1W:   0.708
Avg. volume 1W:   0.000
Avg. price 1M:   0.679
Avg. volume 1M:   0.000
Avg. price 6M:   0.805
Avg. volume 6M:   0.000
Avg. price 1Y:   0.725
Avg. volume 1Y:   0.000
Volatility 1M:   157.62%
Volatility 6M:   114.03%
Volatility 1Y:   114.19%
Volatility 3Y:   -