Soc. Generale Call 90 AZN 20.09.2024
/ DE000SU9A8X0
Soc. Generale Call 90 AZN 20.09.2.../ DE000SU9A8X0 /
| 2024-06-04 9:36:19 PM |
Chg.+0.080 |
Bid9:56:53 PM |
Ask9:56:53 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 4.040EUR |
+2.02% |
4.070
Bid Size: 800 |
4.350
Ask Size: 800 |
Astrazeneca PLC ORD ... |
90.00 GBP |
2024-09-20 |
Call |
Master data
| WKN: |
SU9A8X |
| Issuer: |
Société Générale |
| Currency: |
EUR |
| Underlying: |
Astrazeneca PLC ORD SHS $0.25 |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
90.00 GBP |
| Maturity: |
2024-09-20 |
| Issue date: |
2024-02-14 |
| Last trading day: |
2024-09-19 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
3.52 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
4.05 |
| Intrinsic value: |
3.93 |
| Implied volatility: |
0.39 |
| Historic volatility: |
0.25 |
| Parity: |
3.93 |
| Time value: |
0.19 |
| Break-even: |
146.91 |
| Moneyness: |
1.37 |
| Premium: |
0.01 |
| Premium p.a.: |
0.04 |
| Spread abs.: |
0.02 |
| Spread %: |
0.49% |
| Delta: |
0.95 |
| Theta: |
-0.02 |
| Omega: |
3.34 |
| Rho: |
0.29 |
Quote data
| Open: |
3.860 |
| High: |
4.170 |
| Low: |
3.860 |
| Previous Close: |
3.960 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
+14.12% |
| 1 Month |
|
|
+9.78% |
| 3 Months |
|
|
+133.53% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
3.960 |
3.460 |
| 1M High / 1M Low: |
4.010 |
3.460 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
3.654 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
3.777 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
67.64% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
