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

EUWAX
08/11/2024  13:15:47 Chg.-0.030 Bid22:00:43 Ask22:00:43 Underlying Strike price Expiration date Option type
0.150EUR -16.67% -
Bid Size: -		 -
Ask Size: -		 Tyson Foods 60.00 USD 20/12/2024 Call
 

Master data

WKN: SV46CK
Issuer: Société Générale
Currency: EUR
Underlying: Tyson Foods
Type: Warrant
Option type: Call
Strike price: 60.00 USD
Maturity: 20/12/2024
Issue date: 09/05/2023
Last trading day: 19/12/2024
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 24.17
Leverage: Yes

Calculated values

Fair value: 0.14
Intrinsic value: 0.00
Implied volatility: 0.32
Historic volatility: 0.20
Parity: -0.04
Time value: 0.23
Break-even: 58.28
Moneyness: 0.99
Premium: 0.05
Premium p.a.: 0.52
Spread abs.: 0.01
Spread %: 4.55%
Delta: 0.51
Theta: -0.03
Omega: 12.30
Rho: 0.03
 

Quote data

Open: 0.130
High: 0.150
Low: 0.130
Previous Close: 0.180
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week     0.00%
1 Month
  -16.67%
3 Months
  -64.29%
YTD
  -57.14%
1 Year
  -31.82%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.180 0.110
1M High / 1M Low: 0.240 0.110
6M High / 6M Low: 0.660 0.110
High (YTD): 09/09/2024 0.660
Low (YTD): 06/11/2024 0.110
52W High: 09/09/2024 0.660
52W Low: 06/11/2024 0.110
Avg. price 1W:   0.142
Avg. volume 1W:   0.000
Avg. price 1M:   0.173
Avg. volume 1M:   0.000
Avg. price 6M:   0.313
Avg. volume 6M:   0.000
Avg. price 1Y:   0.335
Avg. volume 1Y:   0.000
Volatility 1M:   347.52%
Volatility 6M:   215.01%
Volatility 1Y:   184.13%
Volatility 3Y:   -