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Soc. Generale Call 55 TSN 21.06.2.../  DE000SV44KF9  /

Frankfurt Zert./SG
2024-05-31  9:46:30 PM Chg.+0.030 Bid9:58:05 PM Ask9:58:05 PM Underlying Strike price Expiration date Option type
0.260EUR +13.04% 0.270
Bid Size: 10,000		 0.280
Ask Size: 10,000		 Tyson Foods 55.00 USD 2024-06-21 Call
 

Master data

WKN: SV44KF
Issuer: Société Générale
Currency: EUR
Underlying: Tyson Foods
Type: Warrant
Option type: Call
Strike price: 55.00 USD
Maturity: 2024-06-21
Issue date: 2023-05-08
Last trading day: 2024-06-20
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 18.85
Leverage: Yes

Calculated values

Fair value: 0.24
Intrinsic value: 0.21
Implied volatility: 0.30
Historic volatility: 0.20
Parity: 0.21
Time value: 0.07
Break-even: 53.50
Moneyness: 1.04
Premium: 0.01
Premium p.a.: 0.28
Spread abs.: 0.01
Spread %: 3.70%
Delta: 0.74
Theta: -0.03
Omega: 13.87
Rho: 0.02
 

Quote data

Open: 0.170
High: 0.280
Low: 0.160
Previous Close: 0.230
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week
  -43.48%
1 Month
  -58.73%
3 Months  
+4.00%
YTD
  -29.73%
1 Year
  -42.22%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.300 0.230
1M High / 1M Low: 0.700 0.230
6M High / 6M Low: 0.700 0.180
High (YTD): 2024-05-03 0.700
Low (YTD): 2024-02-14 0.200
52W High: 2024-05-03 0.700
52W Low: 2023-11-13 0.130
Avg. price 1W:   0.262
Avg. volume 1W:   0.000
Avg. price 1M:   0.454
Avg. volume 1M:   0.000
Avg. price 6M:   0.390
Avg. volume 6M:   0.000
Avg. price 1Y:   0.380
Avg. volume 1Y:   0.000
Volatility 1M:   213.77%
Volatility 6M:   174.34%
Volatility 1Y:   159.42%
Volatility 3Y:   -