Soc. Generale Call 50 TSN 20.09.2024
/ DE000SV1W527
Soc. Generale Call 50 TSN 20.09.2.../ DE000SV1W527 /
| 12/09/2024 08:42:15 |
Chg.- |
Bid22:00:35 |
Ask22:00:35 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.880EUR |
- |
-
Bid Size: - |
-
Ask Size: - |
Tyson Foods |
50.00 - |
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 - |
| Maturity: |
20/09/2024 |
| Issue date: |
09/03/2023 |
| Last trading day: |
12/09/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
5.28 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.55 |
| Intrinsic value: |
0.54 |
| Implied volatility: |
2.78 |
| Historic volatility: |
0.20 |
| Parity: |
0.54 |
| Time value: |
0.51 |
| Break-even: |
60.50 |
| Moneyness: |
1.11 |
| Premium: |
0.09 |
| Premium p.a.: |
0.00 |
| Spread abs.: |
0.00 |
| Spread %: |
0.00% |
| Delta: |
0.68 |
| Theta: |
-0.59 |
| Omega: |
3.59 |
| Rho: |
0.00 |
Quote data
| Open: |
0.880 |
| High: |
0.880 |
| Low: |
0.880 |
| Previous Close: |
1.010 |
| Turnover: |
0.000 |
| Market phase: |
SU |
All quotes in EUR
Performance
| 1 Week |
|
|
-26.05% |
| 1 Month |
|
|
+4.76% |
| 3 Months |
|
|
+100.00% |
| YTD |
|
|
+27.54% |
| 1 Year |
|
|
+6.02% |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.260 |
0.880 |
| 1M High / 1M Low: |
1.260 |
0.840 |
| 6M High / 6M Low: |
1.260 |
0.440 |
| High (YTD): |
09/09/2024 |
1.260 |
| Low (YTD): |
14/06/2024 |
0.440 |
| 52W High: |
09/09/2024 |
1.260 |
| 52W Low: |
13/11/2023 |
0.320 |
| Avg. price 1W: |
|
1.100 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.057 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.851 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
0.718 |
| Avg. volume 1Y: |
|
0.000 |
| Volatility 1M: |
|
122.52% |
| Volatility 6M: |
|
115.01% |
| Volatility 1Y: |
|
116.99% |
| Volatility 3Y: |
|
- |
