Soc. Generale Call 110 AZN 20.12.2024
/ DE000SU796X0
Soc. Generale Call 110 AZN 20.12..../ DE000SU796X0 /
| 5/29/2024 12:39:59 PM |
Chg.+0.040 |
Bid1:21:40 PM |
Ask1:21:40 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.950EUR |
+2.09% |
1.950
Bid Size: 15,000 |
1.960
Ask Size: 15,000 |
Astrazeneca PLC ORD ... |
110.00 GBP |
12/20/2024 |
Call |
Master data
| WKN: |
SU796X |
| Issuer: |
Société Générale |
| Currency: |
EUR |
| Underlying: |
Astrazeneca PLC ORD SHS $0.25 |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
110.00 GBP |
| Maturity: |
12/20/2024 |
| Issue date: |
2/13/2024 |
| Last trading day: |
12/19/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
7.07 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.84 |
| Intrinsic value: |
1.14 |
| Implied volatility: |
0.29 |
| Historic volatility: |
0.25 |
| Parity: |
1.14 |
| Time value: |
0.85 |
| Break-even: |
149.20 |
| Moneyness: |
1.09 |
| Premium: |
0.06 |
| Premium p.a.: |
0.11 |
| Spread abs.: |
0.01 |
| Spread %: |
0.51% |
| Delta: |
0.72 |
| Theta: |
-0.03 |
| Omega: |
5.13 |
| Rho: |
0.46 |
Quote data
| Open: |
1.830 |
| High: |
2.000 |
| Low: |
1.830 |
| Previous Close: |
1.910 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
-10.55% |
| 1 Month |
|
|
-1.02% |
| 3 Months |
|
|
+178.57% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.220 |
1.910 |
| 1M High / 1M Low: |
2.340 |
1.910 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
2.142 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
2.119 |
| Avg. volume 1M: |
|
16.667 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
96.78% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
