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Soc. Generale Call 100 AZN 20.09..../  DE000SU13YB6  /

Frankfurt Zert./SG
2024-05-31  9:41:46 PM Chg.+0.180 Bid9:59:29 PM Ask9:59:29 PM Underlying Strike price Expiration date Option type
2.690EUR +7.17% 2.730
Bid Size: 1,100		 2.950
Ask Size: 1,100		 Astrazeneca PLC ORD ... 100.00 GBP 2024-09-20 Call
 

Master data

WKN: SU13YB
Issuer: Société Générale
Currency: EUR
Underlying: Astrazeneca PLC ORD SHS $0.25
Type: Warrant
Option type: Call
Strike price: 100.00 GBP
Maturity: 2024-09-20
Issue date: 2023-11-13
Last trading day: 2024-09-19
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 5.00
Leverage: Yes

Calculated values

Fair value: 2.78
Intrinsic value: 2.60
Implied volatility: 0.33
Historic volatility: 0.25
Parity: 2.60
Time value: 0.27
Break-even: 146.15
Moneyness: 1.22
Premium: 0.02
Premium p.a.: 0.06
Spread abs.: 0.02
Spread %: 0.70%
Delta: 0.90
Theta: -0.03
Omega: 4.48
Rho: 0.30
 

Quote data

Open: 2.460
High: 2.740
Low: 2.460
Previous Close: 2.510
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week
  -3.93%
1 Month
  -0.74%
3 Months  
+177.32%
YTD  
+86.81%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 2.840 2.420
1M High / 1M Low: 2.930 2.420
6M High / 6M Low: 2.930 0.560
High (YTD): 2024-05-21 2.930
Low (YTD): 2024-02-12 0.560
52W High: - -
52W Low: - -
Avg. price 1W:   2.590
Avg. volume 1W:   0.000
Avg. price 1M:   2.711
Avg. volume 1M:   0.000
Avg. price 6M:   1.573
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   83.22%
Volatility 6M:   135.14%
Volatility 1Y:   -
Volatility 3Y:   -