Soc. Generale Call 3 TSCO 21.03.2025
/ DE000SW980V2
Soc. Generale Call 3 TSCO 21.03.2.../ DE000SW980V2 /
| 8/9/2024 9:45:54 PM |
Chg.0.000 |
Bid8/9/2024 |
Ask8/9/2024 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.510EUR |
0.00% |
0.510
Bid Size: 5,900 |
0.550
Ask Size: 5,900 |
Tesco PLC ORD 6 1/3P |
3.00 GBP |
3/21/2025 |
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: |
3/21/2025 |
| Issue date: |
5/13/2024 |
| Last trading day: |
3/20/2025 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
7.11 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.53 |
| Intrinsic value: |
0.34 |
| Implied volatility: |
0.25 |
| Historic volatility: |
0.24 |
| Parity: |
0.34 |
| Time value: |
0.20 |
| Break-even: |
4.04 |
| Moneyness: |
1.10 |
| Premium: |
0.05 |
| Premium p.a.: |
0.09 |
| Spread abs.: |
0.02 |
| Spread %: |
3.85% |
| Delta: |
0.75 |
| Theta: |
0.00 |
| Omega: |
5.33 |
| Rho: |
0.01 |
Quote data
| Open: |
0.500 |
| High: |
0.530 |
| Low: |
0.500 |
| Previous Close: |
0.510 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
+2.00% |
| 1 Month |
|
|
+37.84% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.510 |
0.440 |
| 1M High / 1M Low: |
0.560 |
0.370 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.474 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.479 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
95.19% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
