Soc. Generale Call 3 TSCO 21.03.2025
/ DE000SW980V2
Soc. Generale Call 3 TSCO 21.03.2.../ DE000SW980V2 /
| 11/4/2024 9:41:56 AM |
Chg.+0.070 |
Bid5:22:28 PM |
Ask5:22:28 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.720EUR |
+10.77% |
0.730
Bid Size: 45,000 |
0.750
Ask Size: 45,000 |
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: |
5.91 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.65 |
| Intrinsic value: |
0.56 |
| Implied volatility: |
0.33 |
| Historic volatility: |
0.24 |
| Parity: |
0.56 |
| Time value: |
0.14 |
| Break-even: |
4.28 |
| Moneyness: |
1.16 |
| Premium: |
0.03 |
| Premium p.a.: |
0.09 |
| Spread abs.: |
0.02 |
| Spread %: |
2.94% |
| Delta: |
0.81 |
| Theta: |
0.00 |
| Omega: |
4.80 |
| Rho: |
0.01 |
Quote data
| Open: |
0.720 |
| High: |
0.720 |
| Low: |
0.720 |
| Previous Close: |
0.650 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-5.26% |
| 1 Month |
|
|
-10.00% |
| 3 Months |
|
|
+46.94% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.760 |
0.650 |
| 1M High / 1M Low: |
0.830 |
0.650 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.700 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.772 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
46.33% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
