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Soc. Generale Call 60 TSN 20.12.2.../  DE000SV46CK1  /

EUWAX
2024-07-26  8:28:24 AM Chg.+0.050 Bid10:00:35 PM Ask10:00:35 PM Underlying Strike price Expiration date Option type
0.390EUR +14.71% -
Bid Size: -		 -
Ask Size: -		 Tyson Foods 60.00 USD 2024-12-20 Call
 

Master data

WKN: SV46CK
Issuer: Société Générale
Currency: EUR
Underlying: Tyson Foods
Type: Warrant
Option type: Call
Strike price: 60.00 USD
Maturity: 2024-12-20
Issue date: 2023-05-09
Last trading day: 2024-12-19
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 11.71
Leverage: Yes

Calculated values

Fair value: 0.38
Intrinsic value: 0.09
Implied volatility: 0.28
Historic volatility: 0.20
Parity: 0.09
Time value: 0.39
Break-even: 60.07
Moneyness: 1.02
Premium: 0.07
Premium p.a.: 0.18
Spread abs.: 0.01
Spread %: 2.13%
Delta: 0.60
Theta: -0.02
Omega: 7.08
Rho: 0.12
 

Quote data

Open: 0.390
High: 0.390
Low: 0.390
Previous Close: 0.340
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -2.50%
1 Month  
+69.57%
3 Months
  -29.09%
YTD  
+11.43%
1 Year
  -29.09%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.390 0.320
1M High / 1M Low: 0.400 0.190
6M High / 6M Low: 0.610 0.150
High (YTD): 2024-05-06 0.610
Low (YTD): 2024-06-17 0.150
52W High: 2024-05-06 0.610
52W Low: 2024-06-17 0.150
Avg. price 1W:   0.350
Avg. volume 1W:   0.000
Avg. price 1M:   0.278
Avg. volume 1M:   0.000
Avg. price 6M:   0.355
Avg. volume 6M:   0.000
Avg. price 1Y:   0.347
Avg. volume 1Y:   0.000
Volatility 1M:   180.33%
Volatility 6M:   158.06%
Volatility 1Y:   148.58%
Volatility 3Y:   -