Soc. Generale Call 120 AZN 20.12.2024
/ DE000SU796Y8
Soc. Generale Call 120 AZN 20.12..../ DE000SU796Y8 /
| 2024-06-04 8:17:41 PM |
Chg.+0.060 |
Bid9:02:04 PM |
Ask9:02:04 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.510EUR |
+4.14% |
1.490
Bid Size: 2,100 |
1.580
Ask Size: 2,100 |
Astrazeneca PLC ORD ... |
120.00 GBP |
2024-12-20 |
Call |
Master data
| WKN: |
SU796Y |
| Issuer: |
Société Générale |
| Currency: |
EUR |
| Underlying: |
Astrazeneca PLC ORD SHS $0.25 |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
120.00 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: |
9.61 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.41 |
| Intrinsic value: |
0.41 |
| Implied volatility: |
0.27 |
| Historic volatility: |
0.25 |
| Parity: |
0.41 |
| Time value: |
1.10 |
| Break-even: |
156.05 |
| Moneyness: |
1.03 |
| Premium: |
0.08 |
| Premium p.a.: |
0.14 |
| Spread abs.: |
0.02 |
| Spread %: |
1.34% |
| Delta: |
0.63 |
| Theta: |
-0.04 |
| Omega: |
6.10 |
| Rho: |
0.42 |
Quote data
| Open: |
1.420 |
| High: |
1.550 |
| Low: |
1.420 |
| Previous Close: |
1.450 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
+27.97% |
| 1 Month |
|
|
+17.05% |
| 3 Months |
|
|
+331.43% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.450 |
1.130 |
| 1M High / 1M Low: |
1.490 |
1.130 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.252 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.346 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
129.88% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
