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Soc. Generale Call 45 TSN 20.09.2.../  DE000SV479P8  /

EUWAX
2024-06-21  8:56:46 AM Chg.+0.040 Bid10:00:32 PM Ask10:00:32 PM Underlying Strike price Expiration date Option type
0.940EUR +4.44% -
Bid Size: -		 -
Ask Size: -		 Tyson Foods 45.00 USD 2024-09-20 Call
 

Master data

WKN: SV479P
Issuer: Société Générale
Currency: EUR
Underlying: Tyson Foods
Type: Warrant
Option type: Call
Strike price: 45.00 USD
Maturity: 2024-09-20
Issue date: 2023-05-11
Last trading day: 2024-09-19
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 4.66
Leverage: Yes

Calculated values

Fair value: 1.10
Intrinsic value: 1.06
Implied volatility: 0.36
Historic volatility: 0.20
Parity: 1.06
Time value: 0.07
Break-even: 53.39
Moneyness: 1.25
Premium: 0.01
Premium p.a.: 0.06
Spread abs.: 0.00
Spread %: 0.00%
Delta: 0.92
Theta: -0.01
Omega: 4.29
Rho: 0.09
 

Quote data

Open: 0.940
High: 0.940
Low: 0.940
Previous Close: 0.900
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+23.68%
1 Month
  -28.79%
3 Months
  -24.80%
YTD
  -6.93%
1 Year  
+1.08%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.940 0.790
1M High / 1M Low: 1.320 0.760
6M High / 6M Low: 1.480 0.760
High (YTD): 2024-05-06 1.480
Low (YTD): 2024-06-14 0.760
52W High: 2024-05-06 1.480
52W Low: 2023-11-13 0.520
Avg. price 1W:   0.880
Avg. volume 1W:   0.000
Avg. price 1M:   0.996
Avg. volume 1M:   0.000
Avg. price 6M:   1.098
Avg. volume 6M:   0.000
Avg. price 1Y:   1.004
Avg. volume 1Y:   0.000
Volatility 1M:   85.71%
Volatility 6M:   84.45%
Volatility 1Y:   89.96%
Volatility 3Y:   -