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Soc. Generale Call 55 TSN 20.09.2.../  DE000SV479Q6  /

Frankfurt Zert./SG
7/5/2024  9:43:47 PM Chg.-0.010 Bid9:58:57 PM Ask9:58:57 PM Underlying Strike price Expiration date Option type
0.310EUR -3.13% 0.310
Bid Size: 9,700		 0.320
Ask Size: 9,700		 Tyson Foods 55.00 USD 9/20/2024 Call
 

Master data

WKN: SV479Q
Issuer: Société Générale
Currency: EUR
Underlying: Tyson Foods
Type: Warrant
Option type: Call
Strike price: 55.00 USD
Maturity: 9/20/2024
Issue date: 5/11/2023
Last trading day: 9/19/2024
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 16.15
Leverage: Yes

Calculated values

Fair value: 0.26
Intrinsic value: 0.09
Implied volatility: 0.27
Historic volatility: 0.20
Parity: 0.09
Time value: 0.23
Break-even: 53.94
Moneyness: 1.02
Premium: 0.04
Premium p.a.: 0.23
Spread abs.: 0.01
Spread %: 3.23%
Delta: 0.61
Theta: -0.02
Omega: 9.81
Rho: 0.06
 

Quote data

Open: 0.320
High: 0.330
Low: 0.300
Previous Close: 0.320
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week
  -18.42%
1 Month
  -18.42%
3 Months
  -53.03%
YTD
  -32.61%
1 Year
  -41.51%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.410 0.290
1M High / 1M Low: 0.440 0.230
6M High / 6M Low: 0.830 0.230
High (YTD): 5/3/2024 0.830
Low (YTD): 6/14/2024 0.230
52W High: 5/3/2024 0.830
52W Low: 11/13/2023 0.190
Avg. price 1W:   0.346
Avg. volume 1W:   0.000
Avg. price 1M:   0.335
Avg. volume 1M:   0.000
Avg. price 6M:   0.497
Avg. volume 6M:   0.000
Avg. price 1Y:   0.465
Avg. volume 1Y:   0.000
Volatility 1M:   260.07%
Volatility 6M:   155.59%
Volatility 1Y:   145.10%
Volatility 3Y:   -