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Soc. Generale Call 70 TSN 20.12.2.../  DE000SV46CL9  /

Frankfurt Zert./SG
03/09/2024  14:24:41 Chg.+0.010 Bid03/09/2024 Ask03/09/2024 Underlying Strike price Expiration date Option type
0.130EUR +8.33% 0.130
Bid Size: 15,000		 0.180
Ask Size: 15,000		 Tyson Foods 70.00 USD 20/12/2024 Call
 

Master data

WKN: SV46CL
Issuer: Société Générale
Currency: EUR
Underlying: Tyson Foods
Type: Warrant
Option type: Call
Strike price: 70.00 USD
Maturity: 20/12/2024
Issue date: 09/05/2023
Last trading day: 19/12/2024
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 38.74
Leverage: Yes

Calculated values

Fair value: 0.09
Intrinsic value: 0.00
Implied volatility: 0.25
Historic volatility: 0.19
Parity: -0.51
Time value: 0.15
Break-even: 64.75
Moneyness: 0.92
Premium: 0.11
Premium p.a.: 0.44
Spread abs.: 0.01
Spread %: 7.14%
Delta: 0.32
Theta: -0.01
Omega: 12.24
Rho: 0.05
 

Quote data

Open: 0.110
High: 0.130
Low: 0.110
Previous Close: 0.120
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week     0.00%
1 Month
  -23.53%
3 Months  
+46.07%
YTD
  -7.14%
1 Year
  -31.58%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.170 0.120
1M High / 1M Low: 0.180 0.090
6M High / 6M Low: 0.270 0.051
High (YTD): 03/05/2024 0.270
Low (YTD): 13/06/2024 0.051
52W High: 03/05/2024 0.270
52W Low: 13/06/2024 0.051
Avg. price 1W:   0.142
Avg. volume 1W:   0.000
Avg. price 1M:   0.125
Avg. volume 1M:   0.000
Avg. price 6M:   0.139
Avg. volume 6M:   0.000
Avg. price 1Y:   0.133
Avg. volume 1Y:   0.000
Volatility 1M:   208.25%
Volatility 6M:   179.57%
Volatility 1Y:   173.38%
Volatility 3Y:   -