Soc. Generale Call 3 TSCO 21.03.2025
/ DE000SW980V2
Soc. Generale Call 3 TSCO 21.03.2.../ DE000SW980V2 /
| 2024-07-12 5:02:59 PM |
Chg.+0.040 |
Bid2024-07-12 |
Ask2024-07-12 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.440EUR |
+10.00% |
0.440
Bid Size: 60,000 |
0.460
Ask Size: 60,000 |
Tesco PLC ORD 6 1/3P |
3.00 GBP |
2025-03-21 |
Call |
Master data
| WKN: |
SW980V |
| Issuer: |
Société Générale |
| Currency: |
EUR |
| Underlying: |
Tesco PLC ORD 6 1/3P |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
3.00 GBP |
| Maturity: |
2025-03-21 |
| Issue date: |
2024-05-13 |
| Last trading day: |
2025-03-20 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
8.56 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.40 |
| Intrinsic value: |
0.12 |
| Implied volatility: |
0.27 |
| Historic volatility: |
0.24 |
| Parity: |
0.12 |
| Time value: |
0.31 |
| Break-even: |
3.99 |
| Moneyness: |
1.03 |
| Premium: |
0.08 |
| Premium p.a.: |
0.12 |
| Spread abs.: |
0.02 |
| Spread %: |
4.88% |
| Delta: |
0.64 |
| Theta: |
0.00 |
| Omega: |
5.52 |
| Rho: |
0.01 |
Quote data
| Open: |
0.410 |
| High: |
0.440 |
| Low: |
0.410 |
| Previous Close: |
0.400 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
+12.82% |
| 1 Month |
|
|
+25.71% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.400 |
0.370 |
| 1M High / 1M Low: |
0.400 |
0.350 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.384 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.375 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
69.95% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
