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Soc. Generale Call 46 TSN 21.06.2.../  DE000SV479H5  /

Frankfurt Zert./SG
2024-06-07  9:40:20 PM Chg.-0.040 Bid9:59:32 PM Ask- Underlying Strike price Expiration date Option type
0.920EUR -4.17% 0.920
Bid Size: 6,000		 -
Ask Size: -		 Tyson Foods 46.00 USD 2024-06-21 Call
 

Master data

WKN: SV479H
Issuer: Société Générale
Currency: EUR
Underlying: Tyson Foods
Type: Warrant
Option type: Call
Strike price: 46.00 USD
Maturity: 2024-06-21
Issue date: 2023-05-11
Last trading day: 2024-06-20
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 5.62
Leverage: Yes

Calculated values

Fair value: 0.92
Intrinsic value: 0.91
Implied volatility: 0.46
Historic volatility: 0.20
Parity: 0.91
Time value: 0.01
Break-even: 51.79
Moneyness: 1.21
Premium: 0.00
Premium p.a.: 0.04
Spread abs.: 0.00
Spread %: 0.00%
Delta: 0.99
Theta: -0.01
Omega: 5.56
Rho: 0.01
 

Quote data

Open: 0.770
High: 0.980
Low: 0.760
Previous Close: 0.960
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week
  -11.54%
1 Month
  -26.98%
3 Months  
+6.98%
YTD  
+4.55%
1 Year  
+9.52%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 1.020 0.920
1M High / 1M Low: 1.380 0.920
6M High / 6M Low: 1.480 0.660
High (YTD): 2024-05-03 1.480
Low (YTD): 2024-02-13 0.660
52W High: 2024-05-03 1.480
52W Low: 2023-11-13 0.400
Avg. price 1W:   0.974
Avg. volume 1W:   0.000
Avg. price 1M:   1.180
Avg. volume 1M:   0.000
Avg. price 6M:   1.024
Avg. volume 6M:   0.000
Avg. price 1Y:   0.901
Avg. volume 1Y:   0.000
Volatility 1M:   65.31%
Volatility 6M:   95.65%
Volatility 1Y:   101.01%
Volatility 3Y:   -