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Soc. Generale Call 50 TSN 20.09.2.../  DE000SV1W527  /

Frankfurt Zert./SG
21/06/2024  21:42:47 Chg.0.000 Bid21:59:51 Ask21:59:51 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 20/09/2024 Call
 

Master data

WKN: SV1W52
Issuer: Société Générale
Currency: EUR
Underlying: Tyson Foods
Type: Warrant
Option type: Call
Strike price: 50.00 USD
Maturity: 20/09/2024
Issue date: 09/03/2023
Last trading day: 19/09/2024
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): 03/05/2024 1.200
Low (YTD): 13/02/2024 0.510
52W High: 03/05/2024 1.200
52W Low: 13/11/2023 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:   -