Soc. Generale Call 3 TSCO 21.03.2.../  DE000SW980V2  /

EUWAX
26/07/2024  09:56:26 Chg.0.000 Bid17:00:26 Ask17:00:26 Underlying Strike price Expiration date Option type
0.500EUR 0.00% 0.520
Bid Size: 60,000
0.540
Ask Size: 60,000
Tesco PLC ORD 6 1/3P 3.00 GBP 21/03/2025 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: 21/03/2025
Issue date: 13/05/2024
Last trading day: 20/03/2025
Ratio: 1:1
Exercise type: American
Quanto: No
Gearing: 7.36
Leverage: Yes

Calculated values

Fair value: 0.55
Intrinsic value: 0.35
Implied volatility: 0.22
Historic volatility: 0.24
Parity: 0.35
Time value: 0.18
Break-even: 4.08
Moneyness: 1.10
Premium: 0.05
Premium p.a.: 0.07
Spread abs.: 0.02
Spread %: 3.92%
Delta: 0.77
Theta: 0.00
Omega: 5.66
Rho: 0.02
 

Quote data

Open: 0.500
High: 0.500
Low: 0.500
Previous Close: 0.500
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+2.04%
1 Month  
+28.21%
3 Months     -
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.510 0.480
1M High / 1M Low: 0.510 0.350
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.498
Avg. volume 1W:   0.000
Avg. price 1M:   0.423
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   62.87%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -