Soc. Generale Call 4 TSCO 21.03.2.../  DE000SW980X8  /

EUWAX
7/26/2024  9:56:26 AM Chg.+0.006 Bid4:54:04 PM Ask4:54:04 PM Underlying Strike price Expiration date Option type
0.058EUR +11.54% 0.057
Bid Size: 125,000
0.081
Ask Size: 125,000
Tesco PLC ORD 6 1/3P 4.00 GBP 3/21/2025 Call
 

Master data

WKN: SW980X
Issuer: Société Générale
Currency: EUR
Underlying: Tesco PLC ORD 6 1/3P
Type: Warrant
Option type: Call
Strike price: 4.00 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: 46.43
Leverage: Yes

Calculated values

Fair value: 0.09
Intrinsic value: 0.00
Implied volatility: 0.24
Historic volatility: 0.24
Parity: -0.84
Time value: 0.08
Break-even: 4.82
Moneyness: 0.82
Premium: 0.24
Premium p.a.: 0.39
Spread abs.: 0.02
Spread %: 40.00%
Delta: 0.21
Theta: 0.00
Omega: 9.95
Rho: 0.00
 

Quote data

Open: 0.058
High: 0.058
Low: 0.058
Previous Close: 0.052
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -10.77%
1 Month  
+34.88%
3 Months     -
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.065 0.039
1M High / 1M Low: 0.065 0.021
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.051
Avg. volume 1W:   0.000
Avg. price 1M:   0.041
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   466.38%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -