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Soc. Generale Call 80 TSN 20.09.2.../  DE000SV1GMG9  /

Frankfurt Zert./SG
26/07/2024  21:45:55 Chg.+0.001 Bid21:58:55 Ask21:58:55 Underlying Strike price Expiration date Option type
0.024EUR +4.35% 0.025
Bid Size: 15,000		 0.035
Ask Size: 15,000		 Tyson Foods 80.00 USD 20/09/2024 Call
 

Master data

WKN: SV1GMG
Issuer: Société Générale
Currency: EUR
Underlying: Tyson Foods
Type: Warrant
Option type: Call
Strike price: 80.00 USD
Maturity: 20/09/2024
Issue date: 24/02/2023
Last trading day: 19/09/2024
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 160.57
Leverage: Yes

Calculated values

Fair value: 0.00
Intrinsic value: 0.00
Implied volatility: 0.46
Historic volatility: 0.20
Parity: -1.75
Time value: 0.04
Break-even: 74.04
Moneyness: 0.76
Premium: 0.32
Premium p.a.: 5.23
Spread abs.: 0.01
Spread %: 40.00%
Delta: 0.08
Theta: -0.01
Omega: 13.15
Rho: 0.01
 

Quote data

Open: 0.007
High: 0.027
Low: 0.007
Previous Close: 0.023
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week
  -4.00%
1 Month  
+41.18%
3 Months
  -50.00%
YTD
  -36.84%
1 Year
  -72.41%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.024 0.019
1M High / 1M Low: 0.028 0.007
6M High / 6M Low: 0.055 0.005
High (YTD): 24/04/2024 0.055
Low (YTD): 19/06/2024 0.005
52W High: 04/08/2023 0.088
52W Low: 19/06/2024 0.005
Avg. price 1W:   0.021
Avg. volume 1W:   0.000
Avg. price 1M:   0.017
Avg. volume 1M:   0.000
Avg. price 6M:   0.029
Avg. volume 6M:   0.000
Avg. price 1Y:   0.034
Avg. volume 1Y:   0.000
Volatility 1M:   586.50%
Volatility 6M:   565.16%
Volatility 1Y:   423.52%
Volatility 3Y:   -