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

EUWAX
18/10/2024  08:19:02 Chg.-0.020 Bid22:00:36 Ask22:00:36 Underlying Strike price Expiration date Option type
0.180EUR -10.00% -
Bid Size: -		 -
Ask Size: -		 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: 24.01
Leverage: Yes

Calculated values

Fair value: 0.16
Intrinsic value: 0.00
Implied volatility: 0.27
Historic volatility: 0.20
Parity: -0.18
Time value: 0.23
Break-even: 59.35
Moneyness: 0.97
Premium: 0.07
Premium p.a.: 0.34
Spread abs.: 0.01
Spread %: 4.55%
Delta: 0.45
Theta: -0.02
Omega: 10.84
Rho: 0.06
 

Quote data

Open: 0.180
High: 0.180
Low: 0.180
Previous Close: 0.200
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+28.57%
1 Month
  -37.93%
3 Months
  -48.57%
YTD
  -43.75%
1 Year
  -21.74%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.200 0.150
1M High / 1M Low: 0.290 0.140
6M High / 6M Low: 0.570 0.140
High (YTD): 09/09/2024 0.570
Low (YTD): 11/10/2024 0.140
52W High: 09/09/2024 0.570
52W Low: 11/10/2024 0.140
Avg. price 1W:   0.182
Avg. volume 1W:   0.000
Avg. price 1M:   0.183
Avg. volume 1M:   0.000
Avg. price 6M:   0.301
Avg. volume 6M:   0.000
Avg. price 1Y:   0.297
Avg. volume 1Y:   0.000
Volatility 1M:   237.91%
Volatility 6M:   183.71%
Volatility 1Y:   165.44%
Volatility 3Y:   -