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Soc. Generale Call 52 TSN 21.06.2.../  DE000SV479K9  /

Frankfurt Zert./SG
2024-06-07  9:36:22 PM Chg.-0.050 Bid9:58:03 PM Ask9:58:03 PM Underlying Strike price Expiration date Option type
0.380EUR -11.63% 0.380
Bid Size: 7,900		 0.390
Ask Size: 7,900		 Tyson Foods 52.00 USD 2024-06-21 Call
 

Master data

WKN: SV479K
Issuer: Société Générale
Currency: EUR
Underlying: Tyson Foods
Type: Warrant
Option type: Call
Strike price: 52.00 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: 11.76
Leverage: Yes

Calculated values

Fair value: 0.41
Intrinsic value: 0.40
Implied volatility: 0.41
Historic volatility: 0.20
Parity: 0.40
Time value: 0.04
Break-even: 52.14
Moneyness: 1.08
Premium: 0.01
Premium p.a.: 0.21
Spread abs.: 0.01
Spread %: 2.33%
Delta: 0.86
Theta: -0.04
Omega: 10.09
Rho: 0.02
 

Quote data

Open: 0.300
High: 0.450
Low: 0.300
Previous Close: 0.430
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week
  -25.49%
1 Month
  -43.28%
3 Months
  -7.32%
YTD
  -25.49%
1 Year
  -37.70%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.510 0.430
1M High / 1M Low: 0.840 0.430
6M High / 6M Low: 0.950 0.310
High (YTD): 2024-05-03 0.950
Low (YTD): 2024-02-13 0.310
52W High: 2024-05-03 0.950
52W Low: 2023-11-13 0.190
Avg. price 1W:   0.466
Avg. volume 1W:   0.000
Avg. price 1M:   0.650
Avg. volume 1M:   0.000
Avg. price 6M:   0.575
Avg. volume 6M:   0.000
Avg. price 1Y:   0.527
Avg. volume 1Y:   0.000
Volatility 1M:   122.30%
Volatility 6M:   141.57%
Volatility 1Y:   138.93%
Volatility 3Y:   -