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Soc. Generale Call 44 TSN 21.06.2.../  DE000SV479G7  /

EUWAX
2024-05-31  9:00:21 AM Chg.-0.060 Bid10:00:36 PM Ask10:00:36 PM Underlying Strike price Expiration date Option type
0.990EUR -5.71% -
Bid Size: -		 -
Ask Size: -		 Tyson Foods 44.00 USD 2024-06-21 Call
 

Master data

WKN: SV479G
Issuer: Société Générale
Currency: EUR
Underlying: Tyson Foods
Type: Warrant
Option type: Call
Strike price: 44.00 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: 4.29
Leverage: Yes

Calculated values

Fair value: 1.23
Intrinsic value: 1.22
Implied volatility: 0.40
Historic volatility: 0.20
Parity: 1.22
Time value: 0.01
Break-even: 52.86
Moneyness: 1.30
Premium: 0.00
Premium p.a.: 0.03
Spread abs.: 0.00
Spread %: 0.00%
Delta: 1.00
Theta: 0.00
Omega: 4.28
Rho: 0.02
 

Quote data

Open: 0.990
High: 0.990
Low: 0.990
Previous Close: 1.050
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -25.00%
1 Month
  -26.67%
3 Months  
+3.13%
YTD
  -2.94%
1 Year
  -5.71%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 1.250 0.990
1M High / 1M Low: 1.520 0.990
6M High / 6M Low: 1.520 0.780
High (YTD): 2024-05-06 1.520
Low (YTD): 2024-02-14 0.780
52W High: 2024-05-06 1.520
52W Low: 2023-11-13 0.480
Avg. price 1W:   1.112
Avg. volume 1W:   0.000
Avg. price 1M:   1.266
Avg. volume 1M:   0.000
Avg. price 6M:   1.104
Avg. volume 6M:   0.000
Avg. price 1Y:   1.006
Avg. volume 1Y:   0.000
Volatility 1M:   105.49%
Volatility 6M:   90.41%
Volatility 1Y:   96.17%
Volatility 3Y:   -