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

EUWAX
2024-07-26  8:14:11 AM Chg.-0.011 Bid10:00:36 PM Ask10:00:36 PM Underlying Strike price Expiration date Option type
0.075EUR -12.79% -
Bid Size: -		 -
Ask Size: -		 Tyson Foods 55.00 USD 2024-09-20 Put
 

Master data

WKN: SV7ZSY
Issuer: Société Générale
Currency: EUR
Underlying: Tyson Foods
Type: Warrant
Option type: Put
Strike price: 55.00 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: -61.76
Leverage: Yes

Calculated values

Fair value: 0.02
Intrinsic value: 0.00
Implied volatility: 0.36
Historic volatility: 0.20
Parity: -0.55
Time value: 0.09
Break-even: 49.75
Moneyness: 0.90
Premium: 0.11
Premium p.a.: 1.06
Spread abs.: 0.01
Spread %: 12.35%
Delta: -0.20
Theta: -0.02
Omega: -12.12
Rho: -0.02
 

Quote data

Open: 0.075
High: 0.075
Low: 0.075
Previous Close: 0.086
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -3.85%
1 Month
  -50.00%
3 Months
  -55.88%
YTD
  -85.29%
1 Year
  -84.38%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.088 0.075
1M High / 1M Low: 0.160 0.075
6M High / 6M Low: 0.570 0.075
High (YTD): 2024-02-14 0.570
Low (YTD): 2024-07-26 0.075
52W High: 2023-10-27 1.090
52W Low: 2024-07-26 0.075
Avg. price 1W:   0.084
Avg. volume 1W:   0.000
Avg. price 1M:   0.117
Avg. volume 1M:   0.000
Avg. price 6M:   0.247
Avg. volume 6M:   0.000
Avg. price 1Y:   0.475
Avg. volume 1Y:   0.000
Volatility 1M:   171.83%
Volatility 6M:   165.52%
Volatility 1Y:   133.88%
Volatility 3Y:   -