Soc. Generale Call 42 TSN 21.06.2024
/ DE000SV479F9
Soc. Generale Call 42 TSN 21.06.2.../ DE000SV479F9 /
| 13/06/2024 09:02:44 |
Chg.- |
Bid22:00:32 |
Ask22:00:32 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.980EUR |
- |
-
Bid Size: - |
-
Ask Size: - |
Tyson Foods |
42.00 - |
21/06/2024 |
Call |
Master data
| WKN: |
SV479F |
| Issuer: |
Société Générale |
| Currency: |
EUR |
| Underlying: |
Tyson Foods |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
42.00 - |
| Maturity: |
21/06/2024 |
| Issue date: |
11/05/2023 |
| Last trading day: |
14/06/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
4.58 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.84 |
| Intrinsic value: |
0.84 |
| Implied volatility: |
2.49 |
| Historic volatility: |
0.20 |
| Parity: |
0.84 |
| Time value: |
0.26 |
| Break-even: |
53.00 |
| Moneyness: |
1.20 |
| Premium: |
0.05 |
| Premium p.a.: |
19.90 |
| Spread abs.: |
0.00 |
| Spread %: |
0.00% |
| Delta: |
0.77 |
| Theta: |
-0.41 |
| Omega: |
3.52 |
| Rho: |
0.00 |
Quote data
| Open: |
0.980 |
| High: |
0.980 |
| Low: |
0.980 |
| Previous Close: |
1.080 |
| Turnover: |
0.000 |
| Market phase: |
SU |
All quotes in EUR
Performance
| 1 Week |
|
|
-9.26% |
| 1 Month |
|
|
-36.77% |
| 3 Months |
|
|
-19.01% |
| YTD |
|
|
-16.24% |
| 1 Year |
|
|
-7.55% |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.100 |
0.980 |
| 1M High / 1M Low: |
1.560 |
0.980 |
| 6M High / 6M Low: |
1.700 |
0.920 |
| High (YTD): |
06/05/2024 |
1.700 |
| Low (YTD): |
14/02/2024 |
0.920 |
| 52W High: |
06/05/2024 |
1.700 |
| 52W Low: |
13/11/2023 |
0.600 |
| Avg. price 1W: |
|
1.060 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.282 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
1.276 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
1.154 |
| Avg. volume 1Y: |
|
0.000 |
| Volatility 1M: |
|
61.95% |
| Volatility 6M: |
|
79.22% |
| Volatility 1Y: |
|
85.73% |
| Volatility 3Y: |
|
- |
