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Soc. Generale Call 50 TSN 20.12.2.../  DE000SV479S2  /

Frankfurt Zert./SG
2024-07-26  9:45:46 PM Chg.+0.050 Bid9:58:02 PM Ask9:58:02 PM Underlying Strike price Expiration date Option type
1.140EUR +4.59% 1.140
Bid Size: 6,000		 1.150
Ask Size: 6,000		 Tyson Foods 50.00 USD 2024-12-20 Call
 

Master data

WKN: SV479S
Issuer: Société Générale
Currency: EUR
Underlying: Tyson Foods
Type: Warrant
Option type: Call
Strike price: 50.00 USD
Maturity: 2024-12-20
Issue date: 2023-05-11
Last trading day: 2024-12-19
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 4.89
Leverage: Yes

Calculated values

Fair value: 1.09
Intrinsic value: 1.01
Implied volatility: 0.31
Historic volatility: 0.20
Parity: 1.01
Time value: 0.14
Break-even: 57.56
Moneyness: 1.22
Premium: 0.02
Premium p.a.: 0.06
Spread abs.: 0.01
Spread %: 0.88%
Delta: 0.88
Theta: -0.01
Omega: 4.31
Rho: 0.15
 

Quote data

Open: 1.000
High: 1.160
Low: 1.000
Previous Close: 1.090
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week  
+10.68%
1 Month  
+35.71%
3 Months
  -6.56%
YTD  
+46.15%
1 Year  
+8.57%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 1.140 1.000
1M High / 1M Low: 1.140 0.730
6M High / 6M Low: 1.290 0.620
High (YTD): 2024-05-03 1.290
Low (YTD): 2024-06-13 0.620
52W High: 2024-05-03 1.290
52W Low: 2023-11-13 0.400
Avg. price 1W:   1.050
Avg. volume 1W:   0.000
Avg. price 1M:   0.906
Avg. volume 1M:   0.000
Avg. price 6M:   0.916
Avg. volume 6M:   0.000
Avg. price 1Y:   0.815
Avg. volume 1Y:   0.000
Volatility 1M:   103.88%
Volatility 6M:   98.03%
Volatility 1Y:   99.86%
Volatility 3Y:   -