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

EUWAX
12/07/2024  08:40:42 Chg.+0.040 Bid22:00:34 Ask22:00:34 Underlying Strike price Expiration date Option type
0.640EUR +6.67% -
Bid Size: -		 -
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: 6.92
Leverage: Yes

Calculated values

Fair value: 0.71
Intrinsic value: 0.67
Implied volatility: 0.33
Historic volatility: 0.20
Parity: 0.67
Time value: 0.09
Break-even: 53.44
Moneyness: 1.15
Premium: 0.02
Premium p.a.: 0.09
Spread abs.: 0.01
Spread %: 1.33%
Delta: 0.86
Theta: -0.02
Omega: 5.94
Rho: 0.07
 

Quote data

Open: 0.640
High: 0.640
Low: 0.640
Previous Close: 0.600
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -3.03%
1 Month  
+28.00%
3 Months
  -34.02%
YTD
  -7.25%
1 Year
  -16.88%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.640 0.560
1M High / 1M Low: 0.710 0.440
6M High / 6M Low: 1.120 0.440
High (YTD): 06/05/2024 1.120
Low (YTD): 14/06/2024 0.440
52W High: 06/05/2024 1.120
52W Low: 13/11/2023 0.320
Avg. price 1W:   0.600
Avg. volume 1W:   0.000
Avg. price 1M:   0.609
Avg. volume 1M:   0.000
Avg. price 6M:   0.751
Avg. volume 6M:   0.000
Avg. price 1Y:   0.697
Avg. volume 1Y:   0.000
Volatility 1M:   144.60%
Volatility 6M:   112.38%
Volatility 1Y:   113.70%
Volatility 3Y:   -