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

Frankfurt Zert./SG
2024-05-29  12:31:34 PM Chg.+0.080 Bid1:01:22 PM Ask1:01:22 PM Underlying Strike price Expiration date Option type
2.570EUR +3.21% 2.580
Bid Size: 10,000		 2.600
Ask Size: 10,000		 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: 5.37
Leverage: Yes

Calculated values

Fair value: 2.52
Intrinsic value: 2.32
Implied volatility: 0.32
Historic volatility: 0.25
Parity: 2.32
Time value: 0.30
Break-even: 143.75
Moneyness: 1.20
Premium: 0.02
Premium p.a.: 0.07
Spread abs.: 0.02
Spread %: 0.77%
Delta: 0.88
Theta: -0.03
Omega: 4.71
Rho: 0.30
 

Quote data

Open: 2.390
High: 2.630
Low: 2.390
Previous Close: 2.490
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week
  -7.55%
1 Month     0.00%
3 Months  
+167.71%
YTD  
+78.47%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 2.840 2.490
1M High / 1M Low: 2.930 2.490
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:   2.746
Avg. volume 1W:   0.000
Avg. price 1M:   2.727
Avg. volume 1M:   0.000
Avg. price 6M:   1.539
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   79.20%
Volatility 6M:   135.15%
Volatility 1Y:   -
Volatility 3Y:   -