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Soc. Generale Put 45 TSN 20.09.20.../  DE000SV7ZSX8  /

Frankfurt Zert./SG
2024-07-26  9:39:34 PM Chg.-0.001 Bid9:58:06 PM Ask9:58:06 PM Underlying Strike price Expiration date Option type
0.013EUR -7.14% 0.013
Bid Size: 15,000		 0.023
Ask Size: 15,000		 Tyson Foods 45.00 USD 2024-09-20 Put
 

Master data

WKN: SV7ZSX
Issuer: Société Générale
Currency: EUR
Underlying: Tyson Foods
Type: Warrant
Option type: Put
Strike price: 45.00 USD
Maturity: 2024-09-20
Issue date: 2023-06-27
Last trading day: 2024-09-19
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: -244.35
Leverage: Yes

Calculated values

Fair value: 0.00
Intrinsic value: 0.00
Implied volatility: 0.51
Historic volatility: 0.20
Parity: -1.47
Time value: 0.02
Break-even: 41.22
Moneyness: 0.74
Premium: 0.27
Premium p.a.: 3.80
Spread abs.: 0.01
Spread %: 76.92%
Delta: -0.05
Theta: -0.01
Omega: -11.43
Rho: 0.00
 

Quote data

Open: 0.001
High: 0.014
Low: 0.001
Previous Close: 0.014
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week
  -23.53%
1 Month
  -48.00%
3 Months
  -69.77%
YTD
  -92.78%
1 Year
  -93.50%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.017 0.013
1M High / 1M Low: 0.030 0.013
6M High / 6M Low: 0.190 0.013
High (YTD): 2024-02-13 0.190
Low (YTD): 2024-07-26 0.013
52W High: 2023-10-25 0.510
52W Low: 2024-07-26 0.013
Avg. price 1W:   0.015
Avg. volume 1W:   0.000
Avg. price 1M:   0.020
Avg. volume 1M:   0.000
Avg. price 6M:   0.064
Avg. volume 6M:   0.000
Avg. price 1Y:   0.177
Avg. volume 1Y:   0.000
Volatility 1M:   372.76%
Volatility 6M:   274.01%
Volatility 1Y:   205.42%
Volatility 3Y:   -