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Soc. Generale Call 55 TSN 20.12.2.../  DE000SV479T0  /

Frankfurt Zert./SG
2024-07-26  9:43:44 PM Chg.+0.030 Bid9:59:45 PM Ask9:59:45 PM Underlying Strike price Expiration date Option type
0.770EUR +4.05% 0.770
Bid Size: 7,000		 0.780
Ask Size: 7,000		 Tyson Foods 55.00 USD 2024-12-20 Call
 

Master data

WKN: SV479T
Issuer: Société Générale
Currency: EUR
Underlying: Tyson Foods
Type: Warrant
Option type: Call
Strike price: 55.00 USD
Maturity: 2024-12-20
Issue date: 2023-05-11
Last trading day: 2024-12-19
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 7.21
Leverage: Yes

Calculated values

Fair value: 0.69
Intrinsic value: 0.55
Implied volatility: 0.29
Historic volatility: 0.20
Parity: 0.55
Time value: 0.23
Break-even: 58.46
Moneyness: 1.11
Premium: 0.04
Premium p.a.: 0.10
Spread abs.: 0.01
Spread %: 1.30%
Delta: 0.77
Theta: -0.01
Omega: 5.53
Rho: 0.14
 

Quote data

Open: 0.660
High: 0.770
Low: 0.660
Previous Close: 0.740
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week  
+11.59%
1 Month  
+50.98%
3 Months
  -13.48%
YTD  
+42.59%
1 Year
  -2.53%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.770 0.650
1M High / 1M Low: 0.770 0.430
6M High / 6M Low: 0.940 0.350
High (YTD): 2024-05-03 0.940
Low (YTD): 2024-06-13 0.350
52W High: 2024-05-03 0.940
52W Low: 2023-11-13 0.260
Avg. price 1W:   0.696
Avg. volume 1W:   0.000
Avg. price 1M:   0.572
Avg. volume 1M:   0.000
Avg. price 6M:   0.614
Avg. volume 6M:   0.000
Avg. price 1Y:   0.558
Avg. volume 1Y:   0.000
Volatility 1M:   133.66%
Volatility 6M:   123.06%
Volatility 1Y:   119.40%
Volatility 3Y:   -