Soc. Generale Call 100 AZN 20.12.2024
/ DE000SU796W2
Soc. Generale Call 100 AZN 20.12..../ DE000SU796W2 /
| 2024-06-11 8:14:13 AM |
Chg.+0.17 |
Bid3:03:05 PM |
Ask3:03:05 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 3.43EUR |
+5.21% |
3.25
Bid Size: 10,000 |
3.27
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: |
4.24 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
3.44 |
| Intrinsic value: |
3.13 |
| Implied volatility: |
0.30 |
| Historic volatility: |
0.25 |
| Parity: |
3.13 |
| Time value: |
0.40 |
| Break-even: |
153.56 |
| Moneyness: |
1.27 |
| Premium: |
0.03 |
| Premium p.a.: |
0.05 |
| Spread abs.: |
0.02 |
| Spread %: |
0.57% |
| Delta: |
0.90 |
| Theta: |
-0.02 |
| Omega: |
3.81 |
| Rho: |
0.52 |
Quote data
| Open: |
3.43 |
| High: |
3.43 |
| Low: |
3.43 |
| Previous Close: |
3.26 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+9.58% |
| 1 Month |
|
|
+4.57% |
| 3 Months |
|
|
+163.85% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
3.41 |
3.13 |
| 1M High / 1M Low: |
3.41 |
2.72 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
3.30 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
3.08 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
82.95% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
