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Soc. Generale Call 45 TSN 21.06.2.../  DE000SV6KE90  /

EUWAX
31/05/2024  09:00:03 Chg.-0.050 Bid22:00:36 Ask22:00:36 Underlying Strike price Expiration date Option type
0.900EUR -5.26% -
Bid Size: -		 -
Ask Size: -		 Tyson Foods 45.00 USD 21/06/2024 Call
 

Master data

WKN: SV6KE9
Issuer: Société Générale
Currency: EUR
Underlying: Tyson Foods
Type: Warrant
Option type: Call
Strike price: 45.00 USD
Maturity: 21/06/2024
Issue date: 19/05/2023
Last trading day: 20/06/2024
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 4.63
Leverage: Yes

Calculated values

Fair value: 1.14
Intrinsic value: 1.13
Implied volatility: 0.47
Historic volatility: 0.20
Parity: 1.13
Time value: 0.01
Break-even: 52.88
Moneyness: 1.27
Premium: 0.00
Premium p.a.: 0.04
Spread abs.: 0.00
Spread %: 0.00%
Delta: 0.99
Theta: -0.01
Omega: 4.58
Rho: 0.02
 

Quote data

Open: 0.900
High: 0.900
Low: 0.900
Previous Close: 0.950
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -26.23%
1 Month
  -28.57%
3 Months  
+1.12%
YTD
  -5.26%
1 Year
  -8.16%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 1.150 0.900
1M High / 1M Low: 1.430 0.900
6M High / 6M Low: 1.430 0.700
High (YTD): 06/05/2024 1.430
Low (YTD): 14/02/2024 0.700
52W High: 06/05/2024 1.430
52W Low: 13/11/2023 0.430
Avg. price 1W:   1.018
Avg. volume 1W:   0.000
Avg. price 1M:   1.175
Avg. volume 1M:   0.000
Avg. price 6M:   1.024
Avg. volume 6M:   0.000
Avg. price 1Y:   0.935
Avg. volume 1Y:   0.000
Volatility 1M:   114.19%
Volatility 6M:   96.56%
Volatility 1Y:   100.38%
Volatility 3Y:   -