OverviewChartNewsTraderScreen

Soc. Generale Call 120 AZN 20.09..../  DE000SU13YC4  /

EUWAX
2024-05-31  9:58:47 AM Chg.+0.020 Bid10:00:35 PM Ask10:00:35 PM Underlying Strike price Expiration date Option type
0.770EUR +2.67% -
Bid Size: -		 -
Ask Size: -		 Astrazeneca PLC ORD ... 120.00 GBP 2024-09-20 Call
 

Master data

WKN: SU13YC
Issuer: Société Générale
Currency: EUR
Underlying: Astrazeneca PLC ORD SHS $0.25
Type: Warrant
Option type: Call
Strike price: 120.00 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: 15.26
Leverage: Yes

Calculated values

Fair value: 0.99
Intrinsic value: 0.25
Implied volatility: 0.23
Historic volatility: 0.25
Parity: 0.25
Time value: 0.69
Break-even: 150.35
Moneyness: 1.02
Premium: 0.05
Premium p.a.: 0.17
Spread abs.: 0.01
Spread %: 1.08%
Delta: 0.61
Theta: -0.04
Omega: 9.38
Rho: 0.24
 

Quote data

Open: 0.770
High: 0.770
Low: 0.770
Previous Close: 0.750
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -23.00%
1 Month
  -22.22%
3 Months  
+450.00%
YTD  
+120.00%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.930 0.750
1M High / 1M Low: 1.100 0.750
6M High / 6M Low: 1.100 0.064
High (YTD): 2024-05-10 1.100
Low (YTD): 2024-02-12 0.064
52W High: - -
52W Low: - -
Avg. price 1W:   0.808
Avg. volume 1W:   0.000
Avg. price 1M:   0.928
Avg. volume 1M:   102.273
Avg. price 6M:   0.409
Avg. volume 6M:   520.565
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   133.25%
Volatility 6M:   258.63%
Volatility 1Y:   -
Volatility 3Y:   -