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

Frankfurt Zert./SG
2024-05-24  9:41:20 PM Chg.-0.030 Bid9:59:10 PM Ask9:59:10 PM Underlying Strike price Expiration date Option type
0.990EUR -2.94% 0.970
Bid Size: 6,000		 0.980
Ask Size: 6,000		 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: 5.36
Leverage: Yes

Calculated values

Fair value: 1.02
Intrinsic value: 0.95
Implied volatility: 0.26
Historic volatility: 0.20
Parity: 0.95
Time value: 0.09
Break-even: 56.65
Moneyness: 1.21
Premium: 0.02
Premium p.a.: 0.05
Spread abs.: 0.01
Spread %: 0.97%
Delta: 0.93
Theta: -0.01
Omega: 4.97
Rho: 0.13
 

Quote data

Open: 0.900
High: 1.060
Low: 0.900
Previous Close: 1.020
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week
  -4.81%
1 Month
  -17.50%
3 Months  
+59.68%
YTD  
+41.43%
1 Year  
+25.32%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 1.100 1.020
1M High / 1M Low: 1.200 0.880
6M High / 6M Low: 1.200 0.350
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:   1.046
Avg. volume 1W:   0.000
Avg. price 1M:   1.057
Avg. volume 1M:   0.000
Avg. price 6M:   0.777
Avg. volume 6M:   0.000
Avg. price 1Y:   0.724
Avg. volume 1Y:   0.000
Volatility 1M:   107.60%
Volatility 6M:   111.67%
Volatility 1Y:   106.72%
Volatility 3Y:   -