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

EUWAX
2024-07-26  8:14:51 AM Chg.+0.010 Bid5:30:07 PM Ask5:30:07 PM Underlying Strike price Expiration date Option type
0.120EUR +9.09% 0.130
Bid Size: 10,000
0.150
Ask Size: 10,000
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: 0.120
Previous Close: 0.110
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+9.09%
1 Month  
+37.93%
3 Months  
+185.71%
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.120 0.110
1M High / 1M Low: 0.120 0.057
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.114
Avg. volume 1W:   0.000
Avg. price 1M:   0.087
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   208.42%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -