Soc. Generale Call 3.5 TSCO 20.09.2024
/ DE000SU130L7
Soc. Generale Call 3.5 TSCO 20.09.../ DE000SU130L7 /
2024-08-26 2:40:40 PM |
Chg.-0.001 |
Bid2:51:57 PM |
Ask2:51:57 PM |
Underlying |
Strike price |
Expiration date |
Option type |
0.087EUR |
-1.14% |
0.086 Bid Size: 10,000 |
0.120 Ask Size: 10,000 |
Tesco PLC ORD 6 1/3P |
3.50 GBP |
2024-09-20 |
Call |
Master data
WKN: |
SU130L |
Issuer: |
Société Générale |
Currency: |
EUR |
Underlying: |
Tesco PLC ORD 6 1/3P |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
3.50 GBP |
Maturity: |
2024-09-20 |
Issue date: |
2023-11-13 |
Last trading day: |
2024-09-19 |
Ratio: |
1:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
37.64 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.11 |
Intrinsic value: |
0.01 |
Implied volatility: |
0.23 |
Historic volatility: |
0.24 |
Parity: |
0.01 |
Time value: |
0.10 |
Break-even: |
4.24 |
Moneyness: |
1.00 |
Premium: |
0.02 |
Premium p.a.: |
0.43 |
Spread abs.: |
0.02 |
Spread %: |
18.28% |
Delta: |
0.54 |
Theta: |
0.00 |
Omega: |
20.34 |
Rho: |
0.00 |
Quote data
Open: |
0.080 |
High: |
0.087 |
Low: |
0.080 |
Previous Close: |
0.088 |
Turnover: |
0.000 |
Market phase: |
PRE CALL |
All quotes in EUR
Performance
1 Week |
|
|
+55.36% |
1 Month |
|
|
+97.73% |
3 Months |
|
|
+47.46% |
YTD |
|
|
+61.11% |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.088 |
0.046 |
1M High / 1M Low: |
0.088 |
0.022 |
6M High / 6M Low: |
0.088 |
0.003 |
High (YTD): |
2024-01-08 |
0.095 |
Low (YTD): |
2024-04-17 |
0.003 |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.062 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.048 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
0.031 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
326.31% |
Volatility 6M: |
|
820.93% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |