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

EUWAX
2024-07-26  9:51:36 AM Chg.+0.019 Bid10:00:36 PM Ask10:00:36 PM Underlying Strike price Expiration date Option type
0.089EUR +27.14% -
Bid Size: -
-
Ask Size: -
Tyson Foods 65.00 USD 2024-09-20 Call
 

Master data

WKN: SW1Y2Q
Issuer: Société Générale
Currency: EUR
Underlying: Tyson Foods
Type: Warrant
Option type: Call
Strike price: 65.00 USD
Maturity: 2024-09-20
Issue date: 2023-08-07
Last trading day: 2024-09-19
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 43.23
Leverage: Yes

Calculated values

Fair value: 0.06
Intrinsic value: 0.00
Implied volatility: 0.30
Historic volatility: 0.20
Parity: -0.37
Time value: 0.13
Break-even: 61.18
Moneyness: 0.94
Premium: 0.09
Premium p.a.: 0.76
Spread abs.: 0.01
Spread %: 8.33%
Delta: 0.33
Theta: -0.02
Omega: 14.14
Rho: 0.03
 

Quote data

Open: 0.089
High: 0.089
Low: 0.089
Previous Close: 0.070
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -3.26%
1 Month  
+111.90%
3 Months
  -59.55%
YTD
  -44.38%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.089 0.068
1M High / 1M Low: 0.092 0.032
6M High / 6M Low: 0.270 0.021
High (YTD): 2024-05-06 0.270
Low (YTD): 2024-06-14 0.021
52W High: - -
52W Low: - -
Avg. price 1W:   0.076
Avg. volume 1W:   0.000
Avg. price 1M:   0.057
Avg. volume 1M:   0.000
Avg. price 6M:   0.123
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   314.49%
Volatility 6M:   253.00%
Volatility 1Y:   -
Volatility 3Y:   -