Soc. Generale Put 90 AZN 20.09.2024
/ DE000SU796V4
Soc. Generale Put 90 AZN 20.09.20.../ DE000SU796V4 /
| 2024-05-15 8:14:31 AM |
Chg.-0.002 |
Bid7:47:12 PM |
Ask7:47:12 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.030EUR |
-6.25% |
0.038
Bid Size: 10,000 |
0.066
Ask Size: 10,000 |
Astrazeneca PLC ORD ... |
90.00 GBP |
2024-09-20 |
Put |
Master data
| WKN: |
SU796V |
| Issuer: |
Société Générale |
| Currency: |
EUR |
| Underlying: |
Astrazeneca PLC ORD SHS $0.25 |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
90.00 GBP |
| Maturity: |
2024-09-20 |
| Issue date: |
2024-02-13 |
| Last trading day: |
2024-09-19 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-262.96 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.01 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.33 |
| Historic volatility: |
0.24 |
| Parity: |
-3.73 |
| Time value: |
0.05 |
| Break-even: |
104.20 |
| Moneyness: |
0.74 |
| Premium: |
0.27 |
| Premium p.a.: |
0.96 |
| Spread abs.: |
0.01 |
| Spread %: |
22.73% |
| Delta: |
-0.04 |
| Theta: |
-0.01 |
| Omega: |
-11.49 |
| Rho: |
-0.02 |
Quote data
| Open: |
0.030 |
| High: |
0.030 |
| Low: |
0.030 |
| Previous Close: |
0.032 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-36.17% |
| 1 Month |
|
|
-81.25% |
| 3 Months |
|
|
-92.68% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.051 |
0.032 |
| 1M High / 1M Low: |
0.170 |
0.032 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.042 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.087 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
284.72% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
