Soc. Generale Call 100 AZN 20.09.2024
/ DE000SU13YB6
Soc. Generale Call 100 AZN 20.09..../ DE000SU13YB6 /
| 2024-05-31 9:58:47 AM |
Chg.+0.03 |
Bid10:00:35 PM |
Ask10:00:35 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.61EUR |
+1.16% |
-
Bid Size: - |
-
Ask Size: - |
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: |
2.61 |
| High: |
2.61 |
| Low: |
2.61 |
| Previous Close: |
2.58 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-10.62% |
| 1 Month |
|
|
-9.69% |
| 3 Months |
|
|
+174.74% |
| YTD |
|
|
+83.80% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.79 |
2.58 |
| 1M High / 1M Low: |
3.01 |
2.58 |
| 6M High / 6M Low: |
3.01 |
0.57 |
| High (YTD): |
2024-05-13 |
3.01 |
| Low (YTD): |
2024-02-12 |
0.57 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
2.65 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
2.79 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
1.59 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
65.92% |
| Volatility 6M: |
|
146.89% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
