Soc. Generale Call 100 AZN 20.12.2024
/ DE000SU796W2
Soc. Generale Call 100 AZN 20.12..../ DE000SU796W2 /
| 2024-06-04 4:16:59 PM |
Chg.+0.150 |
Bid5:06:07 PM |
Ask5:06:07 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 3.340EUR |
+4.70% |
3.280
Bid Size: 10,000 |
3.300
Ask Size: 10,000 |
Astrazeneca PLC ORD ... |
100.00 GBP |
2024-12-20 |
Call |
Master data
| WKN: |
SU796W |
| Issuer: |
Société Générale |
| Currency: |
EUR |
| Underlying: |
Astrazeneca PLC ORD SHS $0.25 |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
100.00 GBP |
| Maturity: |
2024-12-20 |
| Issue date: |
2024-02-13 |
| Last trading day: |
2024-12-19 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
4.42 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
3.11 |
| Intrinsic value: |
2.76 |
| Implied volatility: |
0.33 |
| Historic volatility: |
0.25 |
| Parity: |
2.76 |
| Time value: |
0.52 |
| Break-even: |
150.25 |
| Moneyness: |
1.23 |
| Premium: |
0.04 |
| Premium p.a.: |
0.07 |
| Spread abs.: |
0.02 |
| Spread %: |
0.61% |
| Delta: |
0.86 |
| Theta: |
-0.03 |
| Omega: |
3.80 |
| Rho: |
0.50 |
Quote data
| Open: |
3.140 |
| High: |
3.340 |
| Low: |
3.140 |
| Previous Close: |
3.190 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
+18.44% |
| 1 Month |
|
|
+13.99% |
| 3 Months |
|
|
+169.35% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
3.190 |
2.740 |
| 1M High / 1M Low: |
3.300 |
2.740 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
2.918 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
3.029 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
82.09% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
