Soc. Generale Put 3 TSCO 20.12.2024
/ DE000SU6PZE7
Soc. Generale Put 3 TSCO 20.12.20.../ DE000SU6PZE7 /
8/26/2024 9:07:52 AM |
Chg.+0.002 |
Bid7:39:40 PM |
Ask7:39:40 PM |
Underlying |
Strike price |
Expiration date |
Option type |
0.046EUR |
+4.55% |
0.045 Bid Size: 10,000 |
0.069 Ask Size: 10,000 |
Tesco PLC ORD 6 1/3P |
3.00 GBP |
12/20/2024 |
Put |
Master data
WKN: |
SU6PZE |
Issuer: |
Société Générale |
Currency: |
EUR |
Underlying: |
Tesco PLC ORD 6 1/3P |
Type: |
Warrant |
Option type: |
Put |
Strike price: |
3.00 GBP |
Maturity: |
12/20/2024 |
Issue date: |
1/8/2024 |
Last trading day: |
12/19/2024 |
Ratio: |
1:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
-58.31 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.03 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.33 |
Historic volatility: |
0.24 |
Parity: |
-0.60 |
Time value: |
0.07 |
Break-even: |
3.47 |
Moneyness: |
0.86 |
Premium: |
0.16 |
Premium p.a.: |
0.60 |
Spread abs.: |
0.02 |
Spread %: |
51.06% |
Delta: |
-0.16 |
Theta: |
0.00 |
Omega: |
-9.35 |
Rho: |
0.00 |
Quote data
Open: |
0.046 |
High: |
0.046 |
Low: |
0.046 |
Previous Close: |
0.044 |
Turnover: |
- |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
-26.98% |
1 Month |
|
|
-53.54% |
3 Months |
|
|
-72.94% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.063 |
0.044 |
1M High / 1M Low: |
0.120 |
0.044 |
6M High / 6M Low: |
0.440 |
0.044 |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.053 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.081 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
0.223 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
137.50% |
Volatility 6M: |
|
110.51% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |