Soc. Generale Call 70 TSN 16.01.2.../  DE000SW8QTF9  /

EUWAX
2024-07-26  9:29:43 AM Chg.+0.040 Bid10:15:03 AM Ask10:15:03 AM Underlying Strike price Expiration date Option type
0.440EUR +10.00% 0.460
Bid Size: 10,000
0.530
Ask Size: 10,000
Tyson Foods 70.00 USD 2026-01-16 Call
 

Master data

WKN: SW8QTF
Issuer: Société Générale
Currency: EUR
Underlying: Tyson Foods
Type: Warrant
Option type: Call
Strike price: 70.00 USD
Maturity: 2026-01-16
Issue date: 2024-04-08
Last trading day: 2026-01-15
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 11.34
Leverage: Yes

Calculated values

Fair value: 0.33
Intrinsic value: 0.00
Implied volatility: 0.26
Historic volatility: 0.20
Parity: -0.89
Time value: 0.49
Break-even: 69.41
Moneyness: 0.86
Premium: 0.25
Premium p.a.: 0.16
Spread abs.: 0.01
Spread %: 2.08%
Delta: 0.44
Theta: -0.01
Omega: 5.02
Rho: 0.29
 

Quote data

Open: 0.440
High: 0.440
Low: 0.440
Previous Close: 0.400
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+7.32%
1 Month  
+33.33%
3 Months
  -25.42%
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.410 0.390
1M High / 1M Low: 0.410 0.250
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.400
Avg. volume 1W:   0.000
Avg. price 1M:   0.323
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   117.08%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -