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Soc. Generale Call 62 TSN 17.01.2.../  DE000SV6PBL2  /

Frankfurt Zert./SG
11/10/2024  14:16:35 Chg.-0.020 Bid14:38:41 Ask14:38:41 Underlying Strike price Expiration date Option type
0.150EUR -11.76% 0.150
Bid Size: 10,000		 0.210
Ask Size: 10,000		 Tyson Foods 62.00 USD 17/01/2025 Call
 

Master data

WKN: SV6PBL
Issuer: Société Générale
Currency: EUR
Underlying: Tyson Foods
Type: Warrant
Option type: Call
Strike price: 62.00 USD
Maturity: 17/01/2025
Issue date: 23/05/2023
Last trading day: 16/01/2025
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 29.57
Leverage: Yes

Calculated values

Fair value: 0.10
Intrinsic value: 0.00
Implied volatility: 0.27
Historic volatility: 0.20
Parity: -0.35
Time value: 0.18
Break-even: 58.51
Moneyness: 0.94
Premium: 0.10
Premium p.a.: 0.42
Spread abs.: 0.01
Spread %: 5.88%
Delta: 0.38
Theta: -0.02
Omega: 11.09
Rho: 0.05
 

Quote data

Open: 0.140
High: 0.150
Low: 0.140
Previous Close: 0.170
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week
  -21.05%
1 Month
  -57.14%
3 Months
  -34.78%
YTD
  -53.13%
1 Year
  -40.00%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.190 0.170
1M High / 1M Low: 0.350 0.160
6M High / 6M Low: 0.630 0.160
High (YTD): 06/09/2024 0.630
Low (YTD): 25/09/2024 0.160
52W High: 06/09/2024 0.630
52W Low: 29/11/2023 0.150
Avg. price 1W:   0.176
Avg. volume 1W:   0.000
Avg. price 1M:   0.245
Avg. volume 1M:   0.000
Avg. price 6M:   0.350
Avg. volume 6M:   0.000
Avg. price 1Y:   0.320
Avg. volume 1Y:   0.000
Volatility 1M:   220.58%
Volatility 6M:   176.33%
Volatility 1Y:   156.74%
Volatility 3Y:   -