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

EUWAX
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:   -