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Soc. Generale Put 60 TSN 21.06.20.../  DE000SV4MR38  /

Frankfurt Zert./SG
2024-06-07  9:46:17 PM Chg.+0.050 Bid9:58:05 PM Ask9:58:05 PM Underlying Strike price Expiration date Option type
0.390EUR +14.71% 0.390
Bid Size: 7,700		 0.400
Ask Size: 7,700		 Tyson Foods 60.00 USD 2024-06-21 Put
 

Master data

WKN: SV4MR3
Issuer: Société Générale
Currency: EUR
Underlying: Tyson Foods
Type: Warrant
Option type: Put
Strike price: 60.00 USD
Maturity: 2024-06-21
Issue date: 2023-04-21
Last trading day: 2024-06-20
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: -13.26
Leverage: Yes

Calculated values

Fair value: 0.38
Intrinsic value: 0.38
Implied volatility: 0.29
Historic volatility: 0.20
Parity: 0.38
Time value: 0.01
Break-even: 51.65
Moneyness: 1.07
Premium: 0.00
Premium p.a.: 0.04
Spread abs.: 0.01
Spread %: 2.63%
Delta: -0.89
Theta: -0.01
Omega: -11.86
Rho: -0.02
 

Quote data

Open: 0.220
High: 0.390
Low: 0.220
Previous Close: 0.340
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week  
+39.29%
1 Month  
+116.67%
3 Months
  -38.10%
YTD
  -45.83%
1 Year
  -62.50%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.390 0.280
1M High / 1M Low: 0.390 0.085
6M High / 6M Low: 0.970 0.085
High (YTD): 2024-02-13 0.880
Low (YTD): 2024-05-21 0.085
52W High: 2023-10-25 1.450
52W Low: 2024-05-21 0.085
Avg. price 1W:   0.334
Avg. volume 1W:   0.000
Avg. price 1M:   0.204
Avg. volume 1M:   0.000
Avg. price 6M:   0.502
Avg. volume 6M:   0.000
Avg. price 1Y:   0.760
Avg. volume 1Y:   0.000
Volatility 1M:   546.55%
Volatility 6M:   285.11%
Volatility 1Y:   207.77%
Volatility 3Y:   -