Soc. Generale Call 90 AZN 21.06.2024
/ DE000SU9A8W2
Soc. Generale Call 90 AZN 21.06.2.../ DE000SU9A8W2 /
| 2024-06-04 9:37:13 PM |
Chg.+0.070 |
Bid9:59:50 PM |
Ask9:59:50 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 3.950EUR |
+1.80% |
3.980
Bid Size: 800 |
4.260
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: |
3.60 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
3.95 |
| Intrinsic value: |
3.93 |
| Implied volatility: |
0.99 |
| Historic volatility: |
0.25 |
| Parity: |
3.93 |
| Time value: |
0.10 |
| Break-even: |
146.01 |
| Moneyness: |
1.37 |
| Premium: |
0.01 |
| Premium p.a.: |
0.15 |
| Spread abs.: |
0.02 |
| Spread %: |
0.50% |
| Delta: |
0.95 |
| Theta: |
-0.11 |
| Omega: |
3.40 |
| Rho: |
0.05 |
Quote data
| Open: |
3.810 |
| High: |
4.090 |
| Low: |
3.810 |
| Previous Close: |
3.880 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
+14.49% |
| 1 Month |
|
|
+10.64% |
| 3 Months |
|
|
+154.84% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
3.880 |
3.350 |
| 1M High / 1M Low: |
3.930 |
3.350 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
3.558 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
3.685 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
71.03% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
