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Soc. Generale Put 100 AZN 20.12.2.../  DE000SU13YE0  /

EUWAX
2024-05-16  10:52:15 AM Chg.+0.010 Bid2024-05-16 Ask2024-05-16 Underlying Strike price Expiration date Option type
0.240EUR +4.35% 0.240
Bid Size: 35,000		 0.250
Ask Size: 35,000		 Astrazeneca PLC ORD ... 100.00 GBP 2024-12-20 Put
 

Master data

WKN: SU13YE
Issuer: Société Générale
Currency: EUR
Underlying: Astrazeneca PLC ORD SHS $0.25
Type: Warrant
Option type: Put
Strike price: 100.00 GBP
Maturity: 2024-12-20
Issue date: 2023-11-13
Last trading day: 2024-12-19
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: -56.56
Leverage: Yes

Calculated values

Fair value: 0.15
Intrinsic value: 0.00
Implied volatility: 0.29
Historic volatility: 0.24
Parity: -2.48
Time value: 0.25
Break-even: 114.06
Moneyness: 0.82
Premium: 0.19
Premium p.a.: 0.34
Spread abs.: 0.01
Spread %: 4.17%
Delta: -0.14
Theta: -0.01
Omega: -7.93
Rho: -0.13
 

Quote data

Open: 0.240
High: 0.240
Low: 0.240
Previous Close: 0.230
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week     0.00%
1 Month
  -53.85%
3 Months
  -74.47%
YTD
  -68.00%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.240 0.220
1M High / 1M Low: 0.550 0.220
6M High / 6M Low: 1.190 0.220
High (YTD): 2024-02-12 1.190
Low (YTD): 2024-05-14 0.220
52W High: - -
52W Low: - -
Avg. price 1W:   0.226
Avg. volume 1W:   0.000
Avg. price 1M:   0.326
Avg. volume 1M:   0.000
Avg. price 6M:   0.704
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   146.47%
Volatility 6M:   120.56%
Volatility 1Y:   -
Volatility 3Y:   -