Soc. Generale Put 2.5 TSCO 20.12.2024
/ DE000SU799A2
Soc. Generale Put 2.5 TSCO 20.12..../ DE000SU799A2 /
26/08/2024 08:17:15 |
Chg.+0.005 |
Bid26/08/2024 |
Ask26/08/2024 |
Underlying |
Strike price |
Expiration date |
Option type |
0.008EUR |
+166.67% |
0.008 Bid Size: 10,000 |
0.032 Ask Size: 10,000 |
Tesco PLC ORD 6 1/3P |
2.50 GBP |
20/12/2024 |
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: |
20/12/2024 |
Issue date: |
13/02/2024 |
Last trading day: |
19/12/2024 |
Ratio: |
1:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
-129.38 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.00 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.44 |
Historic volatility: |
0.24 |
Parity: |
-1.19 |
Time value: |
0.03 |
Break-even: |
2.92 |
Moneyness: |
0.71 |
Premium: |
0.29 |
Premium p.a.: |
1.25 |
Spread abs.: |
0.02 |
Spread %: |
300.00% |
Delta: |
-0.06 |
Theta: |
0.00 |
Omega: |
-8.29 |
Rho: |
0.00 |
Quote data
Open: |
0.008 |
High: |
0.008 |
Low: |
0.008 |
Previous Close: |
0.003 |
Turnover: |
- |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
-42.86% |
1 Month |
|
|
-27.27% |
3 Months |
|
|
-77.14% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.014 |
0.002 |
1M High / 1M Low: |
0.032 |
0.002 |
6M High / 6M Low: |
0.160 |
0.002 |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.006 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.013 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
0.061 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
999.31% |
Volatility 6M: |
|
457.87% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |