Soc. Generale Call 50 TSN 20.12.2024
/ DE000SV479S2
Soc. Generale Call 50 TSN 20.12.2.../ DE000SV479S2 /
| 26/07/2024 08:58:54 |
Chg.+0.06 |
Bid22:00:36 |
Ask22:00:36 |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.00EUR |
+6.38% |
-
Bid Size: - |
-
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: |
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: |
1.00 |
| High: |
1.00 |
| Low: |
1.00 |
| Previous Close: |
0.94 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
0.00% |
| 1 Month |
|
|
+36.99% |
| 3 Months |
|
|
-12.28% |
| YTD |
|
|
+29.87% |
| 1 Year |
|
|
-4.76% |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.00 |
0.91 |
| 1M High / 1M Low: |
1.00 |
0.66 |
| 6M High / 6M Low: |
1.24 |
0.54 |
| High (YTD): |
06/05/2024 |
1.24 |
| Low (YTD): |
14/06/2024 |
0.54 |
| 52W High: |
06/05/2024 |
1.24 |
| 52W Low: |
13/11/2023 |
0.39 |
| Avg. price 1W: |
|
0.95 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
0.82 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
0.86 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
0.79 |
| Avg. volume 1Y: |
|
0.00 |
| Volatility 1M: |
|
98.39% |
| Volatility 6M: |
|
101.57% |
| Volatility 1Y: |
|
102.90% |
| Volatility 3Y: |
|
- |
