Soc. Generale Call 3.5 TSCO 20.12.../  DE000SU79894  /

Frankfurt Zert./SG
2024-07-26  4:04:13 PM Chg.0.000 Bid5:04:47 PM Ask5:04:47 PM Underlying Strike price Expiration date Option type
0.120EUR 0.00% 0.120
Bid Size: 100,000
0.140
Ask Size: 100,000
Tesco PLC ORD 6 1/3P 3.50 GBP 2024-12-20 Call
 

Master data

WKN: SU7989
Issuer: Société Générale
Currency: EUR
Underlying: Tesco PLC ORD 6 1/3P
Type: Warrant
Option type: Call
Strike price: 3.50 GBP
Maturity: 2024-12-20
Issue date: 2024-02-13
Last trading day: 2024-12-19
Ratio: 1:1
Exercise type: American
Quanto: No
Gearing: 27.86
Leverage: Yes

Calculated values

Fair value: 0.16
Intrinsic value: 0.00
Implied volatility: 0.22
Historic volatility: 0.24
Parity: -0.25
Time value: 0.14
Break-even: 4.29
Moneyness: 0.94
Premium: 0.10
Premium p.a.: 0.26
Spread abs.: 0.02
Spread %: 16.67%
Delta: 0.39
Theta: 0.00
Omega: 10.98
Rho: 0.01
 

Quote data

Open: 0.120
High: 0.120
Low: 0.110
Previous Close: 0.120
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week     0.00%
1 Month  
+41.18%
3 Months  
+172.73%
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.130 0.120
1M High / 1M Low: 0.130 0.059
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.122
Avg. volume 1W:   0.000
Avg. price 1M:   0.090
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   167.80%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -