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

Frankfurt Zert./SG
2024-06-04  9:40:34 PM Chg.+0.070 Bid9:59:39 PM Ask9:59:39 PM Underlying Strike price Expiration date Option type
2.950EUR +2.43% 2.970
Bid Size: 1,100		 3.220
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: 4.82
Leverage: Yes

Calculated values

Fair value: 2.92
Intrinsic value: 2.76
Implied volatility: 0.33
Historic volatility: 0.25
Parity: 2.76
Time value: 0.25
Break-even: 147.55
Moneyness: 1.23
Premium: 0.02
Premium p.a.: 0.06
Spread abs.: 0.02
Spread %: 0.67%
Delta: 0.91
Theta: -0.03
Omega: 4.37
Rho: 0.30
 

Quote data

Open: 2.820
High: 3.060
Low: 2.820
Previous Close: 2.880
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week  
+18.47%
1 Month  
+11.74%
3 Months  
+207.29%
YTD  
+104.86%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 2.880 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:   2.598
Avg. volume 1W:   0.000
Avg. price 1M:   2.722
Avg. volume 1M:   0.000
Avg. price 6M:   1.583
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   88.16%
Volatility 6M:   134.88%
Volatility 1Y:   -
Volatility 3Y:   -