Soc. Generale Put 3 TSCO 19.09.2025
/ DE000SY64R61
Soc. Generale Put 3 TSCO 19.09.20.../ DE000SY64R61 /
8/26/2024 3:33:00 PM |
Chg.0.000 |
Bid8/26/2024 |
Ask8/26/2024 |
Underlying |
Strike price |
Expiration date |
Option type |
0.160EUR |
0.00% |
0.160 Bid Size: 10,000 |
0.180 Ask Size: 10,000 |
Tesco PLC ORD 6 1/3P |
3.00 GBP |
9/19/2025 |
Put |
Master data
WKN: |
SY64R6 |
Issuer: |
Société Générale |
Currency: |
EUR |
Underlying: |
Tesco PLC ORD 6 1/3P |
Type: |
Warrant |
Option type: |
Put |
Strike price: |
3.00 GBP |
Maturity: |
9/19/2025 |
Issue date: |
8/13/2024 |
Last trading day: |
9/18/2025 |
Ratio: |
1:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
-23.00 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.12 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.30 |
Historic volatility: |
0.24 |
Parity: |
-0.60 |
Time value: |
0.18 |
Break-even: |
3.36 |
Moneyness: |
0.86 |
Premium: |
0.19 |
Premium p.a.: |
0.18 |
Spread abs.: |
0.02 |
Spread %: |
12.50% |
Delta: |
-0.21 |
Theta: |
0.00 |
Omega: |
-4.93 |
Rho: |
-0.01 |
Quote data
Open: |
0.160 |
High: |
0.160 |
Low: |
0.160 |
Previous Close: |
0.160 |
Turnover: |
0.000 |
Market phase: |
PRE CALL |
All quotes in EUR
Performance
1 Week |
|
|
-11.11% |
1 Month |
|
|
- |
3 Months |
|
|
- |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.190 |
0.160 |
1M High / 1M Low: |
- |
- |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.176 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
- |
Avg. volume 1M: |
|
- |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
- |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |