Soc. Generale Put 3.5 TSCO 20.06.2025
/ DE000SY678W8
Soc. Generale Put 3.5 TSCO 20.06..../ DE000SY678W8 /
04/10/2024 13:57:52 |
Chg.+0.010 |
Bid22:00:38 |
Ask22:00:38 |
Underlying |
Strike price |
Expiration date |
Option type |
0.250EUR |
+4.17% |
- Bid Size: - |
- Ask Size: - |
Tesco PLC ORD 6 1/3P |
3.50 GBP |
20/06/2025 |
Put |
Master data
WKN: |
SY678W |
Issuer: |
Société Générale |
Currency: |
EUR |
Underlying: |
Tesco PLC ORD 6 1/3P |
Type: |
Warrant |
Option type: |
Put |
Strike price: |
3.50 GBP |
Maturity: |
20/06/2025 |
Issue date: |
14/08/2024 |
Last trading day: |
19/06/2025 |
Ratio: |
1:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
-16.00 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.23 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.27 |
Historic volatility: |
0.24 |
Parity: |
-0.13 |
Time value: |
0.27 |
Break-even: |
3.92 |
Moneyness: |
0.97 |
Premium: |
0.09 |
Premium p.a.: |
0.14 |
Spread abs.: |
0.02 |
Spread %: |
8.00% |
Delta: |
-0.36 |
Theta: |
0.00 |
Omega: |
-5.77 |
Rho: |
-0.01 |
Quote data
Open: |
0.250 |
High: |
0.250 |
Low: |
0.250 |
Previous Close: |
0.240 |
Turnover: |
0.000 |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
-3.85% |
1 Month |
|
|
0.00% |
3 Months |
|
|
- |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.260 |
0.240 |
1M High / 1M Low: |
0.260 |
0.200 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.250 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.238 |
Avg. volume 1M: |
|
44.318 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
114.66% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |