Soc. Generale Call 45 TSN 21.06.2024
/ DE000SV6KE90
Soc. Generale Call 45 TSN 21.06.2.../ DE000SV6KE90 /
2024-05-31 9:41:19 PM |
Chg.+0.010 |
Bid9:58:05 PM |
Ask- |
Underlying |
Strike price |
Expiration date |
Option type |
1.120EUR |
+0.90% |
1.140 Bid Size: 6,000 |
- Ask Size: - |
Tyson Foods |
45.00 USD |
2024-06-21 |
Call |
Master data
WKN: |
SV6KE9 |
Issuer: |
Société Générale |
Currency: |
EUR |
Underlying: |
Tyson Foods |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
45.00 USD |
Maturity: |
2024-06-21 |
Issue date: |
2023-05-19 |
Last trading day: |
2024-06-20 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
4.63 |
Leverage: |
Yes |
Calculated values
Fair value: |
1.14 |
Intrinsic value: |
1.13 |
Implied volatility: |
0.47 |
Historic volatility: |
0.20 |
Parity: |
1.13 |
Time value: |
0.01 |
Break-even: |
52.88 |
Moneyness: |
1.27 |
Premium: |
0.00 |
Premium p.a.: |
0.04 |
Spread abs.: |
0.00 |
Spread %: |
0.00% |
Delta: |
0.99 |
Theta: |
-0.01 |
Omega: |
4.58 |
Rho: |
0.02 |
Quote data
Open: |
0.900 |
High: |
1.160 |
Low: |
0.900 |
Previous Close: |
1.110 |
Turnover: |
0.000 |
Market phase: |
CL |
All quotes in EUR
Performance
1 Week |
|
|
-17.04% |
1 Month |
|
|
-25.33% |
3 Months |
|
|
+28.74% |
YTD |
|
|
+17.89% |
1 Year |
|
|
+20.43% |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
1.180 |
1.110 |
1M High / 1M Low: |
1.580 |
1.110 |
6M High / 6M Low: |
1.580 |
0.580 |
High (YTD): |
2024-05-03 |
1.580 |
Low (YTD): |
2024-02-13 |
0.730 |
52W High: |
2024-05-03 |
1.580 |
52W Low: |
2023-11-13 |
0.440 |
Avg. price 1W: |
|
1.144 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
1.348 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
1.090 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
0.969 |
Avg. volume 1Y: |
|
0.000 |
Volatility 1M: |
|
97.61% |
Volatility 6M: |
|
98.45% |
Volatility 1Y: |
|
98.22% |
Volatility 3Y: |
|
- |