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

Frankfurt Zert./SG
07/10/2024  21:02:19 Chg.-0.050 Bid21:16:19 Ask21:16:19 Underlying Strike price Expiration date Option type
0.450EUR -10.00% 0.460
Bid Size: 40,000		 0.470
Ask Size: 40,000		 Tyson Foods 55.00 USD 20/12/2024 Call
 

Master data

WKN: SV479T
Issuer: Société Générale
Currency: EUR
Underlying: Tyson Foods
Type: Warrant
Option type: Call
Strike price: 55.00 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: 10.46
Leverage: Yes

Calculated values

Fair value: 0.41
Intrinsic value: 0.32
Implied volatility: 0.32
Historic volatility: 0.20
Parity: 0.32
Time value: 0.19
Break-even: 55.23
Moneyness: 1.06
Premium: 0.03
Premium p.a.: 0.18
Spread abs.: 0.01
Spread %: 2.00%
Delta: 0.71
Theta: -0.02
Omega: 7.42
Rho: 0.07
 

Quote data

Open: 0.430
High: 0.480
Low: 0.420
Previous Close: 0.500
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week
  -19.64%
1 Month
  -59.46%
3 Months  
+2.27%
YTD
  -16.67%
1 Year  
+18.42%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.580 0.460
1M High / 1M Low: 1.100 0.460
6M High / 6M Low: 1.110 0.350
High (YTD): 06/09/2024 1.110
Low (YTD): 13/06/2024 0.350
52W High: 06/09/2024 1.110
52W Low: 13/11/2023 0.260
Avg. price 1W:   0.528
Avg. volume 1W:   0.000
Avg. price 1M:   0.662
Avg. volume 1M:   0.000
Avg. price 6M:   0.692
Avg. volume 6M:   0.000
Avg. price 1Y:   0.587
Avg. volume 1Y:   0.000
Volatility 1M:   181.36%
Volatility 6M:   132.88%
Volatility 1Y:   125.63%
Volatility 3Y:   -