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

EUWAX
10/7/2024  8:58:39 AM Chg.+0.040 Bid9:09:27 PM Ask9:09:27 PM Underlying Strike price Expiration date Option type
0.790EUR +5.33% 0.820
Bid Size: 35,000		 0.830
Ask Size: 35,000		 Tyson Foods 50.00 USD 12/20/2024 Call
 

Master data

WKN: SV479S
Issuer: Société Générale
Currency: EUR
Underlying: Tyson Foods
Type: Warrant
Option type: Call
Strike price: 50.00 USD
Maturity: 12/20/2024
Issue date: 5/11/2023
Last trading day: 12/19/2024
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 6.06
Leverage: Yes

Calculated values

Fair value: 0.82
Intrinsic value: 0.78
Implied volatility: 0.37
Historic volatility: 0.20
Parity: 0.78
Time value: 0.10
Break-even: 54.38
Moneyness: 1.17
Premium: 0.02
Premium p.a.: 0.10
Spread abs.: 0.01
Spread %: 1.15%
Delta: 0.86
Theta: -0.02
Omega: 5.20
Rho: 0.07
 

Quote data

Open: 0.790
High: 0.790
Low: 0.790
Previous Close: 0.750
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -10.23%
1 Month
  -38.28%
3 Months  
+5.33%
YTD  
+2.60%
1 Year  
+38.60%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.890 0.750
1M High / 1M Low: 1.380 0.720
6M High / 6M Low: 1.380 0.540
High (YTD): 9/9/2024 1.380
Low (YTD): 6/14/2024 0.540
52W High: 9/9/2024 1.380
52W Low: 11/13/2023 0.390
Avg. price 1W:   0.844
Avg. volume 1W:   0.000
Avg. price 1M:   0.966
Avg. volume 1M:   0.000
Avg. price 6M:   0.956
Avg. volume 6M:   0.000
Avg. price 1Y:   0.826
Avg. volume 1Y:   0.000
Volatility 1M:   127.64%
Volatility 6M:   104.48%
Volatility 1Y:   104.28%
Volatility 3Y:   -