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Soc. Generale Call 58 TSN 21.06.2.../  DE000SV479N3  /

Frankfurt Zert./SG
2024-06-07  9:43:42 PM Chg.-0.014 Bid9:59:34 PM Ask9:59:34 PM Underlying Strike price Expiration date Option type
0.025EUR -35.90% 0.025
Bid Size: 10,000		 0.035
Ask Size: 10,000		 Tyson Foods 58.00 USD 2024-06-21 Call
 

Master data

WKN: SV479N
Issuer: Société Générale
Currency: EUR
Underlying: Tyson Foods
Type: Warrant
Option type: Call
Strike price: 58.00 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: 147.76
Leverage: Yes

Calculated values

Fair value: 0.02
Intrinsic value: 0.00
Implied volatility: 0.26
Historic volatility: 0.20
Parity: -0.20
Time value: 0.04
Break-even: 54.05
Moneyness: 0.96
Premium: 0.05
Premium p.a.: 2.45
Spread abs.: 0.01
Spread %: 40.00%
Delta: 0.24
Theta: -0.03
Omega: 35.28
Rho: 0.00
 

Quote data

Open: 0.013
High: 0.038
Low: 0.012
Previous Close: 0.039
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week
  -68.75%
1 Month
  -89.13%
3 Months
  -86.11%
YTD
  -90.38%
1 Year
  -92.19%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.067 0.025
1M High / 1M Low: 0.320 0.025
6M High / 6M Low: 0.480 0.025
High (YTD): 2024-04-24 0.480
Low (YTD): 2024-06-07 0.025
52W High: 2023-08-04 0.520
52W Low: 2024-06-07 0.025
Avg. price 1W:   0.046
Avg. volume 1W:   0.000
Avg. price 1M:   0.177
Avg. volume 1M:   0.000
Avg. price 6M:   0.241
Avg. volume 6M:   0.000
Avg. price 1Y:   0.256
Avg. volume 1Y:   0.000
Volatility 1M:   255.10%
Volatility 6M:   210.63%
Volatility 1Y:   187.02%
Volatility 3Y:   -