Soc. Generale Put 3.5 TSCO 21.03.2025
/ DE000SY678V0
Soc. Generale Put 3.5 TSCO 21.03..../ DE000SY678V0 /
| 2024-11-04 9:40:45 PM |
Chg.-0.010 |
Bid9:57:13 PM |
Ask9:57:13 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.190EUR |
-5.00% |
0.190
Bid Size: 10,000 |
0.210
Ask Size: 10,000 |
Tesco PLC ORD 6 1/3P |
3.50 GBP |
2025-03-21 |
Put |
Master data
| WKN: |
SY678V |
| Issuer: |
Société Générale |
| Currency: |
EUR |
| Underlying: |
Tesco PLC ORD 6 1/3P |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
3.50 GBP |
| Maturity: |
2025-03-21 |
| Issue date: |
2024-08-14 |
| Last trading day: |
2025-03-20 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-18.82 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.24 |
| Intrinsic value: |
0.03 |
| Implied volatility: |
0.23 |
| Historic volatility: |
0.24 |
| Parity: |
0.03 |
| Time value: |
0.19 |
| Break-even: |
3.95 |
| Moneyness: |
1.01 |
| Premium: |
0.04 |
| Premium p.a.: |
0.12 |
| Spread abs.: |
0.02 |
| Spread %: |
10.00% |
| Delta: |
-0.46 |
| Theta: |
0.00 |
| Omega: |
-8.69 |
| Rho: |
-0.01 |
Quote data
| Open: |
0.200 |
| High: |
0.200 |
| Low: |
0.170 |
| Previous Close: |
0.200 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
+11.76% |
| 1 Month |
|
|
+11.76% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.230 |
0.170 |
| 1M High / 1M Low: |
0.230 |
0.150 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.204 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.176 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
154.53% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
