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Soc. Generale Call 56 TSN 17.01.2.../  DE000SV47907  /

Frankfurt Zert./SG
2024-05-31  9:47:34 PM Chg.+0.030 Bid9:58:03 PM Ask9:58:03 PM Underlying Strike price Expiration date Option type
0.540EUR +5.88% 0.550
Bid Size: 9,000		 0.560
Ask Size: 9,000		 Tyson Foods 56.00 USD 2025-01-17 Call
 

Master data

WKN: SV4790
Issuer: Société Générale
Currency: EUR
Underlying: Tyson Foods
Type: Warrant
Option type: Call
Strike price: 56.00 USD
Maturity: 2025-01-17
Issue date: 2023-05-11
Last trading day: 2025-01-16
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 9.42
Leverage: Yes

Calculated values

Fair value: 0.46
Intrinsic value: 0.12
Implied volatility: 0.26
Historic volatility: 0.20
Parity: 0.12
Time value: 0.44
Break-even: 57.22
Moneyness: 1.02
Premium: 0.08
Premium p.a.: 0.14
Spread abs.: 0.01
Spread %: 1.82%
Delta: 0.63
Theta: -0.01
Omega: 5.90
Rho: 0.17
 

Quote data

Open: 0.460
High: 0.560
Low: 0.460
Previous Close: 0.510
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week
  -20.59%
1 Month
  -35.71%
3 Months  
+17.39%
YTD  
+3.85%
1 Year
  -3.57%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.590 0.510
1M High / 1M Low: 0.910 0.510
6M High / 6M Low: 0.910 0.320
High (YTD): 2024-05-03 0.910
Low (YTD): 2024-02-13 0.400
52W High: 2024-05-03 0.910
52W Low: 2023-11-13 0.250
Avg. price 1W:   0.542
Avg. volume 1W:   0.000
Avg. price 1M:   0.689
Avg. volume 1M:   0.000
Avg. price 6M:   0.592
Avg. volume 6M:   0.000
Avg. price 1Y:   0.547
Avg. volume 1Y:   0.000
Volatility 1M:   133.22%
Volatility 6M:   111.74%
Volatility 1Y:   109.87%
Volatility 3Y:   -