Soc. Generale Call 50 TSN 20.09.2024
/ DE000SV1W527
Soc. Generale Call 50 TSN 20.09.2.../ DE000SV1W527 /
2024-06-21 9:42:47 PM |
Chg.0.000 |
Bid9:59:51 PM |
Ask9:59:51 PM |
Underlying |
Strike price |
Expiration date |
Option type |
0.690EUR |
0.00% |
0.700 Bid Size: 7,000 |
0.710 Ask Size: 7,000 |
Tyson Foods |
50.00 USD |
2024-09-20 |
Call |
Master data
WKN: |
SV1W52 |
Issuer: |
Société Générale |
Currency: |
EUR |
Underlying: |
Tyson Foods |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
50.00 USD |
Maturity: |
2024-09-20 |
Issue date: |
2023-03-09 |
Last trading day: |
2024-09-19 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
7.31 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.66 |
Intrinsic value: |
0.59 |
Implied volatility: |
0.31 |
Historic volatility: |
0.20 |
Parity: |
0.59 |
Time value: |
0.13 |
Break-even: |
53.96 |
Moneyness: |
1.13 |
Premium: |
0.02 |
Premium p.a.: |
0.10 |
Spread abs.: |
0.01 |
Spread %: |
1.41% |
Delta: |
0.81 |
Theta: |
-0.02 |
Omega: |
5.96 |
Rho: |
0.09 |
Quote data
Open: |
0.610 |
High: |
0.700 |
Low: |
0.600 |
Previous Close: |
0.690 |
Turnover: |
0.000 |
Market phase: |
CL |
All quotes in EUR
Performance
1 Week |
|
|
+30.19% |
1 Month |
|
|
-33.01% |
3 Months |
|
|
-21.59% |
YTD |
|
|
-1.43% |
1 Year |
|
|
+6.15% |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.690 |
0.580 |
1M High / 1M Low: |
1.030 |
0.530 |
6M High / 6M Low: |
1.200 |
0.510 |
High (YTD): |
2024-05-03 |
1.200 |
Low (YTD): |
2024-02-13 |
0.510 |
52W High: |
2024-05-03 |
1.200 |
52W Low: |
2023-11-13 |
0.320 |
Avg. price 1W: |
|
0.642 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.731 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
0.804 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
0.722 |
Avg. volume 1Y: |
|
0.000 |
Volatility 1M: |
|
128.08% |
Volatility 6M: |
|
108.54% |
Volatility 1Y: |
|
111.20% |
Volatility 3Y: |
|
- |