Soc. Generale Call 90 AZN 21.06.2024
/ DE000SU9A8W2
Soc. Generale Call 90 AZN 21.06.2.../ DE000SU9A8W2 /
| 2024-06-10 9:38:35 PM |
Chg.+0.090 |
Bid9:59:07 PM |
Ask9:59:07 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 4.170EUR |
+2.21% |
4.180
Bid Size: 800 |
4.460
Ask Size: 800 |
Astrazeneca PLC ORD ... |
90.00 GBP |
2024-06-21 |
Call |
Master data
| WKN: |
SU9A8W |
| Issuer: |
Société Générale |
| Currency: |
EUR |
| Underlying: |
Astrazeneca PLC ORD SHS $0.25 |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
90.00 GBP |
| Maturity: |
2024-06-21 |
| Issue date: |
2024-02-14 |
| Last trading day: |
2024-06-20 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
3.50 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
4.24 |
| Intrinsic value: |
4.23 |
| Implied volatility: |
0.74 |
| Historic volatility: |
0.25 |
| Parity: |
4.23 |
| Time value: |
0.01 |
| Break-even: |
148.39 |
| Moneyness: |
1.40 |
| Premium: |
0.00 |
| Premium p.a.: |
0.03 |
| Spread abs.: |
0.03 |
| Spread %: |
0.71% |
| Delta: |
1.00 |
| Theta: |
-0.02 |
| Omega: |
3.48 |
| Rho: |
0.03 |
Quote data
| Open: |
3.960 |
| High: |
4.280 |
| Low: |
3.960 |
| Previous Close: |
4.080 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
+7.47% |
| 1 Month |
|
|
+9.74% |
| 3 Months |
|
|
+146.75% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
4.140 |
3.880 |
| 1M High / 1M Low: |
4.140 |
3.350 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
4.030 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
3.752 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
70.94% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
