Soc. Generale Call 70 TSN 20.12.2024
/ DE000SV46CL9
Soc. Generale Call 70 TSN 20.12.2.../ DE000SV46CL9 /
08/11/2024 13:15:47 |
Chg.-0.003 |
Bid22:00:42 |
Ask22:00:42 |
Underlying |
Strike price |
Expiration date |
Option type |
0.007EUR |
-30.00% |
- Bid Size: - |
- Ask Size: - |
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: |
173.75 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.00 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.36 |
Historic volatility: |
0.20 |
Parity: |
-0.97 |
Time value: |
0.03 |
Break-even: |
65.63 |
Moneyness: |
0.85 |
Premium: |
0.18 |
Premium p.a.: |
3.38 |
Spread abs.: |
0.01 |
Spread %: |
45.45% |
Delta: |
0.11 |
Theta: |
-0.02 |
Omega: |
18.29 |
Rho: |
0.01 |
Quote data
Open: |
0.002 |
High: |
0.007 |
Low: |
0.002 |
Previous Close: |
0.010 |
Turnover: |
0.000 |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
-12.50% |
1 Month |
|
|
-70.83% |
3 Months |
|
|
-93.64% |
YTD |
|
|
-95.00% |
1 Year |
|
|
-92.05% |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.010 |
0.001 |
1M High / 1M Low: |
0.032 |
0.001 |
6M High / 6M Low: |
0.170 |
0.001 |
High (YTD): |
06/05/2024 |
0.250 |
Low (YTD): |
06/11/2024 |
0.001 |
52W High: |
06/05/2024 |
0.250 |
52W Low: |
06/11/2024 |
0.001 |
Avg. price 1W: |
|
0.005 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.017 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
0.077 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
0.107 |
Avg. volume 1Y: |
|
0.000 |
Volatility 1M: |
|
3,201.49% |
Volatility 6M: |
|
1,298.22% |
Volatility 1Y: |
|
925.88% |
Volatility 3Y: |
|
- |