Soc. Generale Put 2.5 TSCO 20.12..../  DE000SU799A2  /

Frankfurt Zert./SG
2024-07-26  5:46:15 PM Chg.-0.003 Bid5:57:30 PM Ask5:57:30 PM Underlying Strike price Expiration date Option type
0.008EUR -27.27% 0.008
Bid Size: 10,000
0.032
Ask Size: 10,000
Tesco PLC ORD 6 1/3P 2.50 GBP 2024-12-20 Put
 

Master data

WKN: SU799A
Issuer: Société Générale
Currency: EUR
Underlying: Tesco PLC ORD 6 1/3P
Type: Warrant
Option type: Put
Strike price: 2.50 GBP
Maturity: 2024-12-20
Issue date: 2024-02-13
Last trading day: 2024-12-19
Ratio: 1:1
Exercise type: American
Quanto: No
Gearing: -111.43
Leverage: Yes

Calculated values

Fair value: 0.01
Intrinsic value: 0.00
Implied volatility: 0.35
Historic volatility: 0.24
Parity: -0.94
Time value: 0.04
Break-even: 2.93
Moneyness: 0.76
Premium: 0.25
Premium p.a.: 0.74
Spread abs.: 0.02
Spread %: 218.18%
Delta: -0.08
Theta: 0.00
Omega: -8.95
Rho: 0.00
 

Quote data

Open: 0.011
High: 0.012
Low: 0.008
Previous Close: 0.011
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week
  -38.46%
1 Month
  -75.76%
3 Months
  -91.30%
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.013 0.006
1M High / 1M Low: 0.041 0.006
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.010
Avg. volume 1W:   0.000
Avg. price 1M:   0.026
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   500.25%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -