Soc. Generale Put 3.5 TSCO 20.12.2024
/ DE000SY678U2
Soc. Generale Put 3.5 TSCO 20.12..../ DE000SY678U2 /
10/2/2024 4:51:45 PM |
Chg.+0.020 |
Bid9:38:20 AM |
Ask9:38:20 AM |
Underlying |
Strike price |
Expiration date |
Option type |
0.150EUR |
+15.38% |
0.110 Bid Size: 100,000 |
0.160 Ask Size: 100,000 |
Tesco PLC ORD 6 1/3P |
3.50 GBP |
12/20/2024 |
Put |
Master data
WKN: |
SY678U |
Issuer: |
Société Générale |
Currency: |
EUR |
Underlying: |
Tesco PLC ORD 6 1/3P |
Type: |
Warrant |
Option type: |
Put |
Strike price: |
3.50 GBP |
Maturity: |
12/20/2024 |
Issue date: |
8/14/2024 |
Last trading day: |
12/19/2024 |
Ratio: |
1:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
-26.75 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.14 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.27 |
Historic volatility: |
0.24 |
Parity: |
-0.08 |
Time value: |
0.16 |
Break-even: |
4.04 |
Moneyness: |
0.98 |
Premium: |
0.06 |
Premium p.a.: |
0.29 |
Spread abs.: |
0.02 |
Spread %: |
14.29% |
Delta: |
-0.39 |
Theta: |
0.00 |
Omega: |
-10.53 |
Rho: |
0.00 |
Quote data
Open: |
0.130 |
High: |
0.150 |
Low: |
0.130 |
Previous Close: |
0.130 |
Turnover: |
0.000 |
Market phase: |
PRE CALL |
All quotes in EUR
Performance
1 Week |
|
|
+7.14% |
1 Month |
|
|
0.00% |
3 Months |
|
|
- |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.150 |
0.120 |
1M High / 1M Low: |
0.150 |
0.096 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.134 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.122 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
191.45% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |