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

EUWAX
2024-06-07  9:50:14 AM Chg.-0.010 Bid5:52:50 PM Ask5:52:50 PM Underlying Strike price Expiration date Option type
0.110EUR -8.33% 0.180
Bid Size: 50,000		 0.190
Ask Size: 50,000		 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: 25.88
Leverage: Yes

Calculated values

Fair value: 0.16
Intrinsic value: 0.13
Implied volatility: 0.30
Historic volatility: 0.20
Parity: 0.13
Time value: 0.07
Break-even: 52.50
Moneyness: 1.03
Premium: 0.01
Premium p.a.: 0.44
Spread abs.: 0.01
Spread %: 5.26%
Delta: 0.68
Theta: -0.04
Omega: 17.61
Rho: 0.01
 

Quote data

Open: 0.110
High: 0.110
Low: 0.110
Previous Close: 0.120
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -31.25%
1 Month
  -67.65%
3 Months
  -52.17%
YTD
  -70.27%
1 Year
  -77.08%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.200 0.120
1M High / 1M Low: 0.420 0.120
6M High / 6M Low: 0.640 0.120
High (YTD): 2024-04-25 0.640
Low (YTD): 2024-06-06 0.120
52W High: 2023-08-04 0.660
52W Low: 2024-06-06 0.120
Avg. price 1W:   0.164
Avg. volume 1W:   0.000
Avg. price 1M:   0.295
Avg. volume 1M:   0.000
Avg. price 6M:   0.356
Avg. volume 6M:   0.000
Avg. price 1Y:   0.360
Avg. volume 1Y:   0.000
Volatility 1M:   183.47%
Volatility 6M:   194.43%
Volatility 1Y:   178.08%
Volatility 3Y:   -