Soc. Generale Call 58 TSN 21.06.2024
/ DE000SV479N3
Soc. Generale Call 58 TSN 21.06.2.../ DE000SV479N3 /
2024-05-31 9:00:22 AM |
Chg.-0.007 |
Bid10:00:35 PM |
Ask10:00:35 PM |
Underlying |
Strike price |
Expiration date |
Option type |
0.038EUR |
-15.56% |
- Bid Size: - |
- Ask Size: - |
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: |
0.038 |
Low: |
0.038 |
Previous Close: |
0.045 |
Turnover: |
0.000 |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
-78.89% |
1 Month |
|
|
-88.13% |
3 Months |
|
|
-76.25% |
YTD |
|
|
-85.38% |
1 Year |
|
|
-89.73% |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.130 |
0.038 |
1M High / 1M Low: |
0.430 |
0.038 |
6M High / 6M Low: |
0.430 |
0.038 |
High (YTD): |
2024-05-06 |
0.430 |
Low (YTD): |
2024-05-31 |
0.038 |
52W High: |
2023-08-04 |
0.520 |
52W Low: |
2024-05-31 |
0.038 |
Avg. price 1W: |
|
0.075 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.187 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
0.226 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
0.252 |
Avg. volume 1Y: |
|
0.000 |
Volatility 1M: |
|
355.45% |
Volatility 6M: |
|
226.57% |
Volatility 1Y: |
|
196.81% |
Volatility 3Y: |
|
- |