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Soc. Generale Call 65 TSN 20.09.2.../  DE000SW1Y2Q3  /

EUWAX
8/9/2024  9:46:12 AM Chg.+0.006 Bid10:00:37 PM Ask10:00:37 PM Underlying Strike price Expiration date Option type
0.056EUR +12.00% -
Bid Size: -		 -
Ask Size: -		 Tyson Foods 65.00 USD 9/20/2024 Call
 

Master data

WKN: SW1Y2Q
Issuer: Société Générale
Currency: EUR
Underlying: Tyson Foods
Type: Warrant
Option type: Call
Strike price: 65.00 USD
Maturity: 9/20/2024
Issue date: 8/7/2023
Last trading day: 9/19/2024
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 77.42
Leverage: Yes

Calculated values

Fair value: 0.05
Intrinsic value: 0.00
Implied volatility: 0.23
Historic volatility: 0.20
Parity: -0.30
Time value: 0.07
Break-even: 60.28
Moneyness: 0.95
Premium: 0.07
Premium p.a.: 0.77
Spread abs.: 0.01
Spread %: 15.87%
Delta: 0.28
Theta: -0.02
Omega: 21.66
Rho: 0.02
 

Quote data

Open: 0.056
High: 0.056
Low: 0.056
Previous Close: 0.050
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -39.13%
1 Month  
+19.15%
3 Months
  -53.33%
YTD
  -65.00%
1 Year
  -78.46%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.096 0.050
1M High / 1M Low: 0.110 0.036
6M High / 6M Low: 0.270 0.021
High (YTD): 5/6/2024 0.270
Low (YTD): 6/14/2024 0.021
52W High: 8/11/2023 0.300
52W Low: 6/14/2024 0.021
Avg. price 1W:   0.067
Avg. volume 1W:   0.000
Avg. price 1M:   0.070
Avg. volume 1M:   0.000
Avg. price 6M:   0.115
Avg. volume 6M:   0.000
Avg. price 1Y:   0.137
Avg. volume 1Y:   0.000
Volatility 1M:   333.86%
Volatility 6M:   262.50%
Volatility 1Y:   218.96%
Volatility 3Y:   -