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

Frankfurt Zert./SG
12/11/2024  21:36:27 Chg.+0.350 Bid21:59:52 Ask- Underlying Strike price Expiration date Option type
1.200EUR +41.18% 1.190
Bid Size: 4,000		 -
Ask Size: -		 Tyson Foods 50.00 USD 20/12/2024 Call
 

Master data

WKN: SV479S
Issuer: Société Générale
Currency: EUR
Underlying: Tyson Foods
Type: Warrant
Option type: Call
Strike price: 50.00 USD
Maturity: 20/12/2024
Issue date: 11/05/2023
Last trading day: 19/12/2024
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 6.49
Leverage: Yes

Calculated values

Fair value: 0.84
Intrinsic value: 0.83
Implied volatility: 0.30
Historic volatility: 0.20
Parity: 0.83
Time value: 0.02
Break-even: 55.39
Moneyness: 1.18
Premium: 0.00
Premium p.a.: 0.04
Spread abs.: 0.00
Spread %: 0.00%
Delta: 0.96
Theta: -0.01
Omega: 6.23
Rho: 0.05
 

Quote data

Open: 0.780
High: 1.400
Low: 0.780
Previous Close: 0.850
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week  
+37.93%
1 Month  
+34.83%
3 Months  
+13.21%
YTD  
+53.85%
1 Year  
+140.00%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.940 0.850
1M High / 1M Low: 1.040 0.730
6M High / 6M Low: 1.520 0.620
High (YTD): 09/09/2024 1.520
Low (YTD): 13/06/2024 0.620
52W High: 09/09/2024 1.520
52W Low: 13/11/2023 0.400
Avg. price 1W:   0.880
Avg. volume 1W:   0.000
Avg. price 1M:   0.879
Avg. volume 1M:   0.000
Avg. price 6M:   0.991
Avg. volume 6M:   0.000
Avg. price 1Y:   0.910
Avg. volume 1Y:   0.000
Volatility 1M:   97.01%
Volatility 6M:   102.52%
Volatility 1Y:   101.79%
Volatility 3Y:   -