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Soc. Generale Call 55 TSN 20.12.2.../  DE000SV479T0  /

EUWAX
2024-05-31  9:00:23 AM Chg.-0.020 Bid10:00:36 PM Ask10:00:36 PM Underlying Strike price Expiration date Option type
0.490EUR -3.92% -
Bid Size: -		 -
Ask Size: -		 Tyson Foods 55.00 USD 2024-12-20 Call
 

Master data

WKN: SV479T
Issuer: Société Générale
Currency: EUR
Underlying: Tyson Foods
Type: Warrant
Option type: Call
Strike price: 55.00 USD
Maturity: 2024-12-20
Issue date: 2023-05-11
Last trading day: 2024-12-19
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 8.94
Leverage: Yes

Calculated values

Fair value: 0.48
Intrinsic value: 0.21
Implied volatility: 0.27
Historic volatility: 0.20
Parity: 0.21
Time value: 0.38
Break-even: 56.60
Moneyness: 1.04
Premium: 0.07
Premium p.a.: 0.13
Spread abs.: 0.01
Spread %: 1.72%
Delta: 0.66
Theta: -0.01
Omega: 5.86
Rho: 0.16
 

Quote data

Open: 0.490
High: 0.490
Low: 0.490
Previous Close: 0.510
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -28.99%
1 Month
  -40.24%
3 Months     0.00%
YTD
  -7.55%
1 Year
  -14.04%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.630 0.490
1M High / 1M Low: 0.900 0.490
6M High / 6M Low: 0.900 0.330
High (YTD): 2024-05-06 0.900
Low (YTD): 2024-02-14 0.390
52W High: 2024-05-06 0.900
52W Low: 2023-11-13 0.250
Avg. price 1W:   0.548
Avg. volume 1W:   0.000
Avg. price 1M:   0.671
Avg. volume 1M:   0.000
Avg. price 6M:   0.589
Avg. volume 6M:   0.000
Avg. price 1Y:   0.553
Avg. volume 1Y:   0.000
Volatility 1M:   140.52%
Volatility 6M:   117.77%
Volatility 1Y:   115.15%
Volatility 3Y:   -