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Soc. Generale Call 52 TSN 17.01.2.../  DE000SV479Y0  /

Frankfurt Zert./SG
06/09/2024  21:51:00 Chg.+0.070 Bid21:58:01 Ask- Underlying Strike price Expiration date Option type
1.370EUR +5.38% 1.370
Bid Size: 6,000		 -
Ask Size: -		 Tyson Foods 52.00 USD 17/01/2025 Call
 

Master data

WKN: SV479Y
Issuer: Société Générale
Currency: EUR
Underlying: Tyson Foods
Type: Warrant
Option type: Call
Strike price: 52.00 USD
Maturity: 17/01/2025
Issue date: 11/05/2023
Last trading day: 16/01/2025
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 4.34
Leverage: Yes

Calculated values

Fair value: 1.31
Intrinsic value: 1.25
Implied volatility: 0.34
Historic volatility: 0.19
Parity: 1.25
Time value: 0.12
Break-even: 60.61
Moneyness: 1.27
Premium: 0.02
Premium p.a.: 0.06
Spread abs.: 0.00
Spread %: 0.00%
Delta: 0.91
Theta: -0.01
Omega: 3.93
Rho: 0.15
 

Quote data

Open: 1.170
High: 1.390
Low: 1.170
Previous Close: 1.300
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week  
+12.30%
1 Month  
+31.73%
3 Months  
+110.77%
YTD  
+95.71%
1 Year  
+90.28%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 1.370 1.100
1M High / 1M Low: 1.370 0.920
6M High / 6M Low: 1.370 0.520
High (YTD): 06/09/2024 1.370
Low (YTD): 13/06/2024 0.520
52W High: 06/09/2024 1.370
52W Low: 13/11/2023 0.350
Avg. price 1W:   1.278
Avg. volume 1W:   0.000
Avg. price 1M:   1.132
Avg. volume 1M:   0.000
Avg. price 6M:   0.910
Avg. volume 6M:   0.000
Avg. price 1Y:   0.759
Avg. volume 1Y:   7.843
Volatility 1M:   101.58%
Volatility 6M:   101.03%
Volatility 1Y:   106.11%
Volatility 3Y:   -