Soc. Generale Put 120 AZN 20.09.2024
/ DE000SW9N9R1
Soc. Generale Put 120 AZN 20.09.2.../ DE000SW9N9R1 /
| 2024-05-31 9:39:15 PM |
Chg.-0.070 |
Bid9:53:06 PM |
Ask9:53:06 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.570EUR |
-10.94% |
0.550
Bid Size: 5,500 |
0.610
Ask Size: 5,500 |
Astrazeneca PLC ORD ... |
120.00 GBP |
2024-09-20 |
Put |
Master data
| WKN: |
SW9N9R |
| Issuer: |
Société Générale |
| Currency: |
EUR |
| Underlying: |
Astrazeneca PLC ORD SHS $0.25 |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
120.00 GBP |
| Maturity: |
2024-09-20 |
| Issue date: |
2024-04-29 |
| Last trading day: |
2024-09-19 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-25.17 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.58 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.24 |
| Historic volatility: |
0.25 |
| Parity: |
-0.25 |
| Time value: |
0.57 |
| Break-even: |
135.25 |
| Moneyness: |
0.98 |
| Premium: |
0.06 |
| Premium p.a.: |
0.20 |
| Spread abs.: |
0.01 |
| Spread %: |
1.79% |
| Delta: |
-0.39 |
| Theta: |
-0.03 |
| Omega: |
-9.78 |
| Rho: |
-0.19 |
Quote data
| Open: |
0.640 |
| High: |
0.670 |
| Low: |
0.570 |
| Previous Close: |
0.640 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
+7.55% |
| 1 Month |
|
|
-14.93% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.690 |
0.520 |
| 1M High / 1M Low: |
0.690 |
0.480 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.612 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.598 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
146.72% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
