OverviewChartNewsTraderScreen

Soc. Generale Call 55 TSN 20.09.2.../  DE000SV479Q6  /

Frankfurt Zert./SG
2024-05-23  9:45:08 PM Chg.-0.010 Bid8:00:00 AM Ask8:00:00 AM Underlying Strike price Expiration date Option type
0.640EUR -1.54% 0.570
Bid Size: 7,000		 0.730
Ask Size: 7,000		 Tyson Foods 55.00 USD 2024-09-20 Call
 

Master data

WKN: SV479Q
Issuer: Société Générale
Currency: EUR
Underlying: Tyson Foods
Type: Warrant
Option type: Call
Strike price: 55.00 USD
Maturity: 2024-09-20
Issue date: 2023-05-11
Last trading day: 2024-09-19
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 8.58
Leverage: Yes

Calculated values

Fair value: 0.61
Intrinsic value: 0.49
Implied volatility: 0.24
Historic volatility: 0.20
Parity: 0.49
Time value: 0.16
Break-even: 57.37
Moneyness: 1.10
Premium: 0.03
Premium p.a.: 0.09
Spread abs.: 0.01
Spread %: 1.56%
Delta: 0.80
Theta: -0.01
Omega: 6.83
Rho: 0.12
 

Quote data

Open: 0.560
High: 0.660
Low: 0.560
Previous Close: 0.650
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week
  -3.03%
1 Month
  -22.89%
3 Months  
+68.42%
YTD  
+39.13%
1 Year  
+12.28%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.700 0.640
1M High / 1M Low: 0.830 0.540
6M High / 6M Low: 0.830 0.200
High (YTD): 2024-05-03 0.830
Low (YTD): 2024-02-14 0.310
52W High: 2024-05-03 0.830
52W Low: 2023-11-13 0.190
Avg. price 1W:   0.660
Avg. volume 1W:   0.000
Avg. price 1M:   0.682
Avg. volume 1M:   0.000
Avg. price 6M:   0.500
Avg. volume 6M:   0.000
Avg. price 1Y:   0.480
Avg. volume 1Y:   0.000
Volatility 1M:   140.56%
Volatility 6M:   136.15%
Volatility 1Y:   127.77%
Volatility 3Y:   -