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Soc. Generale Call 58 TSN 21.06.2.../  DE000SV479N3  /

Frankfurt Zert./SG
2024-05-31  9:40:12 PM Chg.+0.009 Bid9:59:57 PM Ask9:59:57 PM Underlying Strike price Expiration date Option type
0.080EUR +12.68% 0.089
Bid Size: 10,000		 0.099
Ask Size: 10,000		 Tyson Foods 58.00 USD 2024-06-21 Call
 

Master data

WKN: SV479N
Issuer: Société Générale
Currency: EUR
Underlying: Tyson Foods
Type: Warrant
Option type: Call
Strike price: 58.00 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: 53.85
Leverage: Yes

Calculated values

Fair value: 0.07
Intrinsic value: 0.00
Implied volatility: 0.25
Historic volatility: 0.20
Parity: -0.07
Time value: 0.10
Break-even: 54.44
Moneyness: 0.99
Premium: 0.03
Premium p.a.: 0.77
Spread abs.: 0.01
Spread %: 11.36%
Delta: 0.44
Theta: -0.03
Omega: 23.58
Rho: 0.01
 

Quote data

Open: 0.038
High: 0.092
Low: 0.038
Previous Close: 0.071
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week
  -63.64%
1 Month
  -80.95%
3 Months
  -50.00%
YTD
  -69.23%
1 Year
  -77.14%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.130 0.071
1M High / 1M Low: 0.470 0.071
6M High / 6M Low: 0.480 0.071
High (YTD): 2024-04-24 0.480
Low (YTD): 2024-05-30 0.071
52W High: 2023-08-04 0.520
52W Low: 2024-05-30 0.071
Avg. price 1W:   0.091
Avg. volume 1W:   0.000
Avg. price 1M:   0.237
Avg. volume 1M:   0.000
Avg. price 6M:   0.246
Avg. volume 6M:   0.000
Avg. price 1Y:   0.262
Avg. volume 1Y:   0.000
Volatility 1M:   285.27%
Volatility 6M:   208.29%
Volatility 1Y:   180.80%
Volatility 3Y:   -