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

EUWAX
9/17/2024  8:16:48 AM Chg.+0.020 Bid10:00:35 PM Ask10:00:35 PM Underlying Strike price Expiration date Option type
0.300EUR +7.14% -
Bid Size: -		 -
Ask Size: -		 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: 15.44
Leverage: Yes

Calculated values

Fair value: 0.27
Intrinsic value: 0.00
Implied volatility: 0.26
Historic volatility: 0.20
Parity: -0.01
Time value: 0.36
Break-even: 59.31
Moneyness: 1.00
Premium: 0.07
Premium p.a.: 0.21
Spread abs.: 0.01
Spread %: 2.86%
Delta: 0.55
Theta: -0.02
Omega: 8.55
Rho: 0.09
 

Quote data

Open: 0.300
High: 0.300
Low: 0.300
Previous Close: 0.280
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -45.45%
1 Month
  -6.25%
3 Months  
+114.29%
YTD
  -6.25%
1 Year
  -33.33%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.550 0.280
1M High / 1M Low: 0.570 0.280
6M High / 6M Low: 0.570 0.140
High (YTD): 9/9/2024 0.570
Low (YTD): 6/17/2024 0.140
52W High: 9/9/2024 0.570
52W Low: 6/17/2024 0.140
Avg. price 1W:   0.364
Avg. volume 1W:   0.000
Avg. price 1M:   0.416
Avg. volume 1M:   0.000
Avg. price 6M:   0.339
Avg. volume 6M:   0.000
Avg. price 1Y:   0.306
Avg. volume 1Y:   0.000
Volatility 1M:   195.37%
Volatility 6M:   167.10%
Volatility 1Y:   156.03%
Volatility 3Y:   -