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Soc. Generale Call 55 TSN 20.09.2.../  DE000SV479Q6  /

Frankfurt Zert./SG
21/06/2024  09:48:23 Chg.-0.060 Bid10:15:02 Ask10:15:02 Underlying Strike price Expiration date Option type
0.290EUR -17.14% 0.310
Bid Size: 9,700		 0.410
Ask Size: 9,700		 Tyson Foods 55.00 USD 20/09/2024 Call
 

Master data

WKN: SV479Q
Issuer: Société Générale
Currency: EUR
Underlying: Tyson Foods
Type: Warrant
Option type: Call
Strike price: 55.00 USD
Maturity: 20/09/2024
Issue date: 11/05/2023
Last trading day: 19/09/2024
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 14.56
Leverage: Yes

Calculated values

Fair value: 0.29
Intrinsic value: 0.10
Implied volatility: 0.27
Historic volatility: 0.20
Parity: 0.10
Time value: 0.26
Break-even: 54.97
Moneyness: 1.02
Premium: 0.05
Premium p.a.: 0.21
Spread abs.: 0.01
Spread %: 2.86%
Delta: 0.61
Theta: -0.02
Omega: 8.90
Rho: 0.07
 

Quote data

Open: 0.280
High: 0.290
Low: 0.280
Previous Close: 0.350
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week  
+26.09%
1 Month
  -58.57%
3 Months
  -50.85%
YTD
  -36.96%
1 Year
  -35.56%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.350 0.230
1M High / 1M Low: 0.700 0.230
6M High / 6M Low: 0.830 0.230
High (YTD): 03/05/2024 0.830
Low (YTD): 14/06/2024 0.230
52W High: 03/05/2024 0.830
52W Low: 13/11/2023 0.190
Avg. price 1W:   0.288
Avg. volume 1W:   0.000
Avg. price 1M:   0.409
Avg. volume 1M:   0.000
Avg. price 6M:   0.505
Avg. volume 6M:   0.000
Avg. price 1Y:   0.469
Avg. volume 1Y:   0.000
Volatility 1M:   208.82%
Volatility 6M:   143.62%
Volatility 1Y:   138.73%
Volatility 3Y:   -