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Soc. Generale Put 55 TSN 20.09.20.../  DE000SV7ZSY6  /

Frankfurt Zert./SG
25/07/2024  09:51:43 Chg.-0.026 Bid10:18:11 Ask10:18:11 Underlying Strike price Expiration date Option type
0.084EUR -23.64% 0.088
Bid Size: 15,000		 0.130
Ask Size: 15,000		 Tyson Foods 55.00 USD 20/09/2024 Put
 

Master data

WKN: SV7ZSY
Issuer: Société Générale
Currency: EUR
Underlying: Tyson Foods
Type: Warrant
Option type: Put
Strike price: 55.00 USD
Maturity: 20/09/2024
Issue date: 27/06/2023
Last trading day: 19/09/2024
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: -45.66
Leverage: Yes

Calculated values

Fair value: 0.03
Intrinsic value: 0.00
Implied volatility: 0.34
Historic volatility: 0.20
Parity: -0.40
Time value: 0.12
Break-even: 49.55
Moneyness: 0.93
Premium: 0.10
Premium p.a.: 0.80
Spread abs.: 0.01
Spread %: 9.09%
Delta: -0.25
Theta: -0.02
Omega: -11.45
Rho: -0.02
 

Quote data

Open: 0.084
High: 0.084
Low: 0.084
Previous Close: 0.110
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week
  -12.50%
1 Month
  -47.50%
3 Months
  -55.79%
YTD
  -83.20%
1 Year
  -85.26%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.110 0.096
1M High / 1M Low: 0.200 0.088
6M High / 6M Low: 0.610 0.088
High (YTD): 13/02/2024 0.610
Low (YTD): 17/07/2024 0.088
52W High: 25/10/2023 1.090
52W Low: 17/07/2024 0.088
Avg. price 1W:   0.105
Avg. volume 1W:   0.000
Avg. price 1M:   0.147
Avg. volume 1M:   0.000
Avg. price 6M:   0.272
Avg. volume 6M:   0.000
Avg. price 1Y:   0.487
Avg. volume 1Y:   0.000
Volatility 1M:   217.42%
Volatility 6M:   168.48%
Volatility 1Y:   132.87%
Volatility 3Y:   -