Soc. Generale Put 2.5 TSCO 20.12.2024
/ DE000SU799A2
Soc. Generale Put 2.5 TSCO 20.12..../ DE000SU799A2 /
| 2024-07-23 11:29:34 AM |
Chg.-0.002 |
Bid2:07:51 PM |
Ask2:07:51 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.011EUR |
-15.38% |
0.009
Bid Size: 125,000 |
0.033
Ask Size: 125,000 |
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: |
-118.79 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.01 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.35 |
| Historic volatility: |
0.24 |
| Parity: |
-0.95 |
| Time value: |
0.03 |
| Break-even: |
2.94 |
| Moneyness: |
0.76 |
| Premium: |
0.25 |
| Premium p.a.: |
0.72 |
| Spread abs.: |
0.02 |
| Spread %: |
266.67% |
| Delta: |
-0.08 |
| Theta: |
0.00 |
| Omega: |
-9.12 |
| Rho: |
0.00 |
Quote data
| Open: |
0.010 |
| High: |
0.011 |
| Low: |
0.010 |
| Previous Close: |
0.013 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-47.62% |
| 1 Month |
|
|
-70.27% |
| 3 Months |
|
|
-88.54% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.021 |
0.013 |
| 1M High / 1M Low: |
0.039 |
0.013 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.016 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.029 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
233.63% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
