Soc. Generale Put 2.5 TSCO 21.03.2025
/ DE000SW980Y6
Soc. Generale Put 2.5 TSCO 21.03..../ DE000SW980Y6 /
26/08/2024 10:04:51 |
Chg.+0.002 |
Bid12:55:09 |
Ask12:55:09 |
Underlying |
Strike price |
Expiration date |
Option type |
0.024EUR |
+9.09% |
0.023 Bid Size: 10,000 |
0.047 Ask Size: 10,000 |
Tesco PLC ORD 6 1/3P |
2.50 GBP |
21/03/2025 |
Put |
Master data
WKN: |
SW980Y |
Issuer: |
Société Générale |
Currency: |
EUR |
Underlying: |
Tesco PLC ORD 6 1/3P |
Type: |
Warrant |
Option type: |
Put |
Strike price: |
2.50 GBP |
Maturity: |
21/03/2025 |
Issue date: |
13/05/2024 |
Last trading day: |
20/03/2025 |
Ratio: |
1:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
-88.09 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.01 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.37 |
Historic volatility: |
0.24 |
Parity: |
-1.19 |
Time value: |
0.05 |
Break-even: |
2.90 |
Moneyness: |
0.71 |
Premium: |
0.30 |
Premium p.a.: |
0.58 |
Spread abs.: |
0.02 |
Spread %: |
104.35% |
Delta: |
-0.08 |
Theta: |
0.00 |
Omega: |
-6.96 |
Rho: |
0.00 |
Quote data
Open: |
0.024 |
High: |
0.024 |
Low: |
0.024 |
Previous Close: |
0.022 |
Turnover: |
- |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
-11.11% |
1 Month |
|
|
-31.43% |
3 Months |
|
|
-56.36% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.029 |
0.014 |
1M High / 1M Low: |
0.046 |
0.014 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.022 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.030 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
393.15% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |