Soc. Generale Put 3.5 TSCO 20.12.2024
/ DE000SY678U2
Soc. Generale Put 3.5 TSCO 20.12..../ DE000SY678U2 /
| 04/11/2024 21:40:09 |
Chg.-0.020 |
Bid04/11/2024 |
Ask04/11/2024 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.110EUR |
-15.38% |
0.110
Bid Size: 10,000 |
0.130
Ask Size: 10,000 |
Tesco PLC ORD 6 1/3P |
3.50 GBP |
20/12/2024 |
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: |
20/12/2024 |
| Issue date: |
14/08/2024 |
| Last trading day: |
19/12/2024 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-27.60 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.15 |
| Intrinsic value: |
0.03 |
| Implied volatility: |
0.24 |
| Historic volatility: |
0.24 |
| Parity: |
0.03 |
| Time value: |
0.12 |
| Break-even: |
4.02 |
| Moneyness: |
1.01 |
| Premium: |
0.03 |
| Premium p.a.: |
0.25 |
| Spread abs.: |
0.02 |
| Spread %: |
15.38% |
| Delta: |
-0.50 |
| Theta: |
0.00 |
| Omega: |
-13.87 |
| Rho: |
0.00 |
Quote data
| Open: |
0.120 |
| High: |
0.120 |
| Low: |
0.097 |
| Previous Close: |
0.130 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
+13.40% |
| 1 Month |
|
|
0.00% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.160 |
0.097 |
| 1M High / 1M Low: |
0.160 |
0.081 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.133 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.107 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
249.49% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
