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Soc. Generale Put 120 AZN 21.06.2.../  DE000SV48V44  /

EUWAX
2024-05-15  9:23:39 AM Chg.+0.040 Bid8:33:09 PM Ask8:33:09 PM Underlying Strike price Expiration date Option type
0.270EUR +17.39% 0.280
Bid Size: 10,000		 0.340
Ask Size: 10,000		 Astrazeneca PLC ORD ... 120.00 GBP 2024-06-21 Put
 

Master data

WKN: SV48V4
Issuer: Société Générale
Currency: EUR
Underlying: Astrazeneca PLC ORD SHS $0.25
Type: Warrant
Option type: Put
Strike price: 120.00 GBP
Maturity: 2024-06-21
Issue date: 2023-05-11
Last trading day: 2024-06-20
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: -54.62
Leverage: Yes

Calculated values

Fair value: 0.30
Intrinsic value: 0.00
Implied volatility: 0.22
Historic volatility: 0.24
Parity: -0.23
Time value: 0.26
Break-even: 137.05
Moneyness: 0.98
Premium: 0.03
Premium p.a.: 0.40
Spread abs.: 0.01
Spread %: 4.00%
Delta: -0.37
Theta: -0.04
Omega: -20.20
Rho: -0.06
 

Quote data

Open: 0.270
High: 0.270
Low: 0.270
Previous Close: 0.230
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -10.00%
1 Month
  -79.23%
3 Months
  -90.29%
YTD
  -85.00%
1 Year
  -78.74%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.310 0.230
1M High / 1M Low: 1.430 0.230
6M High / 6M Low: 2.990 0.230
High (YTD): 2024-02-12 2.990
Low (YTD): 2024-05-14 0.230
52W High: 2024-02-12 2.990
52W Low: 2024-05-14 0.230
Avg. price 1W:   0.268
Avg. volume 1W:   0.000
Avg. price 1M:   0.688
Avg. volume 1M:   0.000
Avg. price 6M:   1.782
Avg. volume 6M:   0.000
Avg. price 1Y:   1.724
Avg. volume 1Y:   0.000
Volatility 1M:   243.36%
Volatility 6M:   144.80%
Volatility 1Y:   130.58%
Volatility 3Y:   -