Soc. Generale Put 2.5 TSCO 20.06.2025
/ DE000SY64R53
Soc. Generale Put 2.5 TSCO 20.06..../ DE000SY64R53 /
2024-08-26 8:16:19 AM |
Chg.+0.001 |
Bid11:58:06 AM |
Ask11:58:06 AM |
Underlying |
Strike price |
Expiration date |
Option type |
0.030EUR |
+3.45% |
0.030 Bid Size: 10,000 |
0.054 Ask Size: 10,000 |
Tesco PLC ORD 6 1/3P |
2.50 GBP |
2025-06-20 |
Put |
Master data
WKN: |
SY64R5 |
Issuer: |
Société Générale |
Currency: |
EUR |
Underlying: |
Tesco PLC ORD 6 1/3P |
Type: |
Warrant |
Option type: |
Put |
Strike price: |
2.50 GBP |
Maturity: |
2025-06-20 |
Issue date: |
2024-08-13 |
Last trading day: |
2025-06-19 |
Ratio: |
1:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
-76.67 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.01 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.33 |
Historic volatility: |
0.24 |
Parity: |
-1.19 |
Time value: |
0.05 |
Break-even: |
2.90 |
Moneyness: |
0.71 |
Premium: |
0.30 |
Premium p.a.: |
0.38 |
Spread abs.: |
0.02 |
Spread %: |
80.00% |
Delta: |
-0.08 |
Theta: |
0.00 |
Omega: |
-6.44 |
Rho: |
0.00 |
Quote data
Open: |
0.030 |
High: |
0.030 |
Low: |
0.030 |
Previous Close: |
0.029 |
Turnover: |
- |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
-28.57% |
1 Month |
|
|
- |
3 Months |
|
|
- |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.042 |
0.029 |
1M High / 1M Low: |
- |
- |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.035 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
- |
Avg. volume 1M: |
|
- |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
- |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |