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Soc. Generale Put 80 AZN 20.12.20.../  DE000SU13YD2  /

EUWAX
2024-05-15  10:07:51 AM Chg.+0.001 Bid9:50:36 PM Ask9:50:36 PM Underlying Strike price Expiration date Option type
0.052EUR +1.96% 0.044
Bid Size: 10,000		 0.072
Ask Size: 10,000		 Astrazeneca PLC ORD ... 80.00 GBP 2024-12-20 Put
 

Master data

WKN: SU13YD
Issuer: Société Générale
Currency: EUR
Underlying: Astrazeneca PLC ORD SHS $0.25
Type: Warrant
Option type: Put
Strike price: 80.00 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: -232.79
Leverage: Yes

Calculated values

Fair value: 0.01
Intrinsic value: 0.00
Implied volatility: 0.35
Historic volatility: 0.24
Parity: -4.89
Time value: 0.06
Break-even: 92.49
Moneyness: 0.66
Premium: 0.35
Premium p.a.: 0.65
Spread abs.: 0.01
Spread %: 19.61%
Delta: -0.04
Theta: -0.01
Omega: -8.47
Rho: -0.03
 

Quote data

Open: 0.052
High: 0.052
Low: 0.052
Previous Close: 0.051
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+1.96%
1 Month
  -60.00%
3 Months
  -81.43%
YTD
  -77.39%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.056 0.050
1M High / 1M Low: 0.140 0.050
6M High / 6M Low: 0.330 0.050
High (YTD): 2024-02-12 0.330
Low (YTD): 2024-05-13 0.050
52W High: - -
52W Low: - -
Avg. price 1W:   0.052
Avg. volume 1W:   0.000
Avg. price 1M:   0.081
Avg. volume 1M:   0.000
Avg. price 6M:   0.201
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   149.19%
Volatility 6M:   131.53%
Volatility 1Y:   -
Volatility 3Y:   -