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

EUWAX
31/05/2024  09:00:20 Chg.-0.020 Bid22:00:36 Ask22:00:36 Underlying Strike price Expiration date Option type
0.460EUR -4.17% -
Bid Size: -		 -
Ask Size: -		 Tyson Foods 56.00 USD 17/01/2025 Call
 

Master data

WKN: SV4790
Issuer: Société Générale
Currency: EUR
Underlying: Tyson Foods
Type: Warrant
Option type: Call
Strike price: 56.00 USD
Maturity: 17/01/2025
Issue date: 11/05/2023
Last trading day: 16/01/2025
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: 0.460
Low: 0.460
Previous Close: 0.480
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -29.23%
1 Month
  -41.03%
3 Months
  -2.13%
YTD
  -11.54%
1 Year
  -16.36%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.600 0.460
1M High / 1M Low: 0.870 0.460
6M High / 6M Low: 0.870 0.320
High (YTD): 06/05/2024 0.870
Low (YTD): 15/02/2024 0.390
52W High: 06/05/2024 0.870
52W Low: 13/11/2023 0.250
Avg. price 1W:   0.520
Avg. volume 1W:   0.000
Avg. price 1M:   0.640
Avg. volume 1M:   0.000
Avg. price 6M:   0.569
Avg. volume 6M:   0.000
Avg. price 1Y:   0.536
Avg. volume 1Y:   0.000
Volatility 1M:   147.76%
Volatility 6M:   116.20%
Volatility 1Y:   110.62%
Volatility 3Y:   -