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

Frankfurt Zert./SG
8/2/2024  7:14:41 PM Chg.+0.010 Bid8/2/2024 Ask8/2/2024 Underlying Strike price Expiration date Option type
0.420EUR +2.44% 0.420
Bid Size: 60,000		 0.430
Ask Size: 60,000		 Tyson Foods 62.00 USD 1/17/2025 Call
 

Master data

WKN: SV6PBL
Issuer: Société Générale
Currency: EUR
Underlying: Tyson Foods
Type: Warrant
Option type: Call
Strike price: 62.00 USD
Maturity: 1/17/2025
Issue date: 5/23/2023
Last trading day: 1/16/2025
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 13.74
Leverage: Yes

Calculated values

Fair value: 0.30
Intrinsic value: 0.00
Implied volatility: 0.28
Historic volatility: 0.20
Parity: -0.11
Time value: 0.41
Break-even: 61.58
Moneyness: 0.98
Premium: 0.09
Premium p.a.: 0.21
Spread abs.: 0.01
Spread %: 2.50%
Delta: 0.53
Theta: -0.02
Omega: 7.28
Rho: 0.12
 

Quote data

Open: 0.360
High: 0.430
Low: 0.350
Previous Close: 0.410
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week  
+2.44%
1 Month  
+68.00%
3 Months
  -22.22%
YTD  
+31.25%
1 Year
  -8.70%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.410 0.410
1M High / 1M Low: 0.410 0.190
6M High / 6M Low: 0.580 0.160
High (YTD): 5/3/2024 0.580
Low (YTD): 6/14/2024 0.160
52W High: 5/3/2024 0.580
52W Low: 11/29/2023 0.150
Avg. price 1W:   0.410
Avg. volume 1W:   0.000
Avg. price 1M:   0.306
Avg. volume 1M:   0.000
Avg. price 6M:   0.342
Avg. volume 6M:   0.000
Avg. price 1Y:   0.325
Avg. volume 1Y:   0.000
Volatility 1M:   159.65%
Volatility 6M:   147.07%
Volatility 1Y:   140.27%
Volatility 3Y:   -