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Soc. Generale Call 42 TSN 21.06.2.../  DE000SV479F9  /

Frankfurt Zert./SG
2024-05-31  9:45:19 PM Chg.+0.030 Bid9:59:25 PM Ask- Underlying Strike price Expiration date Option type
1.410EUR +2.17% 1.410
Bid Size: 5,000		 -
Ask Size: -		 Tyson Foods 42.00 USD 2024-06-21 Call
 

Master data

WKN: SV479F
Issuer: Société Générale
Currency: EUR
Underlying: Tyson Foods
Type: Warrant
Option type: Call
Strike price: 42.00 USD
Maturity: 2024-06-21
Issue date: 2023-05-11
Last trading day: 2024-06-20
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 3.72
Leverage: Yes

Calculated values

Fair value: 1.41
Intrinsic value: 1.41
Implied volatility: 0.67
Historic volatility: 0.20
Parity: 1.41
Time value: 0.01
Break-even: 52.92
Moneyness: 1.36
Premium: 0.00
Premium p.a.: 0.05
Spread abs.: 0.00
Spread %: 0.00%
Delta: 0.98
Theta: -0.01
Omega: 3.64
Rho: 0.02
 

Quote data

Open: 1.170
High: 1.420
Low: 1.170
Previous Close: 1.380
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week
  -14.55%
1 Month
  -20.79%
3 Months  
+25.89%
YTD  
+20.51%
1 Year  
+24.78%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 1.440 1.380
1M High / 1M Low: 1.860 1.380
6M High / 6M Low: 1.860 0.770
High (YTD): 2024-05-03 1.860
Low (YTD): 2024-02-13 0.960
52W High: 2024-05-03 1.860
52W Low: 2023-11-13 0.610
Avg. price 1W:   1.416
Avg. volume 1W:   0.000
Avg. price 1M:   1.624
Avg. volume 1M:   0.000
Avg. price 6M:   1.340
Avg. volume 6M:   0.000
Avg. price 1Y:   1.190
Avg. volume 1Y:   0.000
Volatility 1M:   84.51%
Volatility 6M:   84.37%
Volatility 1Y:   84.88%
Volatility 3Y:   -