Soc. Generale Call 45 TSN 17.01.2025
/ DE000SV6KFA7
Soc. Generale Call 45 TSN 17.01.2.../ DE000SV6KFA7 /
| 2024-09-24 8:59:26 AM |
Chg.+0.02 |
Bid5:09:01 PM |
Ask5:09:01 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.27EUR |
+1.60% |
1.47
Bid Size: 30,000 |
-
Ask Size: - |
Tyson Foods |
45.00 USD |
2025-01-17 |
Call |
Master data
| WKN: |
SV6KFA |
| Issuer: |
Société Générale |
| Currency: |
EUR |
| Underlying: |
Tyson Foods |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
45.00 USD |
| Maturity: |
2025-01-17 |
| Issue date: |
2023-05-19 |
| Last trading day: |
2025-01-16 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
3.75 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.43 |
| Intrinsic value: |
1.39 |
| Implied volatility: |
0.34 |
| Historic volatility: |
0.19 |
| Parity: |
1.39 |
| Time value: |
0.06 |
| Break-even: |
55.00 |
| Moneyness: |
1.34 |
| Premium: |
0.01 |
| Premium p.a.: |
0.04 |
| Spread abs.: |
0.00 |
| Spread %: |
0.00% |
| Delta: |
0.96 |
| Theta: |
-0.01 |
| Omega: |
3.59 |
| Rho: |
0.12 |
Quote data
| Open: |
1.27 |
| High: |
1.27 |
| Low: |
1.27 |
| Previous Close: |
1.25 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-9.29% |
| 1 Month |
|
|
-14.77% |
| 3 Months |
|
|
+17.59% |
| YTD |
|
|
+16.51% |
| 1 Year |
|
|
+19.81% |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.40 |
1.25 |
| 1M High / 1M Low: |
1.80 |
1.25 |
| 6M High / 6M Low: |
1.80 |
0.90 |
| High (YTD): |
2024-09-09 |
1.80 |
| Low (YTD): |
2024-02-14 |
0.89 |
| 52W High: |
2024-09-09 |
1.80 |
| 52W Low: |
2023-11-13 |
0.61 |
| Avg. price 1W: |
|
1.37 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.55 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
1.33 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
1.15 |
| Avg. volume 1Y: |
|
0.00 |
| Volatility 1M: |
|
86.01% |
| Volatility 6M: |
|
73.89% |
| Volatility 1Y: |
|
80.55% |
| Volatility 3Y: |
|
- |
