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

EUWAX
31/05/2024  09:00:21 Chg.+0.030 Bid22:00:35 Ask22:00:35 Underlying Strike price Expiration date Option type
0.340EUR +9.68% -
Bid Size: -		 -
Ask Size: -		 Tyson Foods 52.00 USD 21/06/2024 Call
 

Master data

WKN: SV479K
Issuer: Société Générale
Currency: EUR
Underlying: Tyson Foods
Type: Warrant
Option type: Call
Strike price: 52.00 USD
Maturity: 21/06/2024
Issue date: 11/05/2023
Last trading day: 20/06/2024
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 9.96
Leverage: Yes

Calculated values

Fair value: 0.50
Intrinsic value: 0.48
Implied volatility: 0.40
Historic volatility: 0.20
Parity: 0.48
Time value: 0.05
Break-even: 53.23
Moneyness: 1.10
Premium: 0.01
Premium p.a.: 0.17
Spread abs.: 0.01
Spread %: 1.92%
Delta: 0.86
Theta: -0.03
Omega: 8.59
Rho: 0.02
 

Quote data

Open: 0.340
High: 0.340
Low: 0.340
Previous Close: 0.310
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -41.38%
1 Month
  -54.05%
3 Months
  -17.07%
YTD
  -32.00%
1 Year
  -39.29%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.510 0.310
1M High / 1M Low: 0.820 0.310
6M High / 6M Low: 0.820 0.260
High (YTD): 06/05/2024 0.820
Low (YTD): 14/02/2024 0.290
52W High: 06/05/2024 0.820
52W Low: 13/11/2023 0.190
Avg. price 1W:   0.394
Avg. volume 1W:   0.000
Avg. price 1M:   0.554
Avg. volume 1M:   0.000
Avg. price 6M:   0.522
Avg. volume 6M:   0.000
Avg. price 1Y:   0.505
Avg. volume 1Y:   0.000
Volatility 1M:   185.63%
Volatility 6M:   154.18%
Volatility 1Y:   140.94%
Volatility 3Y:   -