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Soc. Generale Call 100 AZN 20.09..../  DE000SU13YB6  /

Frankfurt Zert./SG
2024-07-03  2:26:27 PM Chg.-0.020 Bid3:36:02 PM Ask3:36:02 PM Underlying Strike price Expiration date Option type
2.480EUR -0.80% 2.490
Bid Size: 10,000		 2.510
Ask Size: 10,000		 Astrazeneca PLC ORD ... 100.00 GBP 2024-09-20 Call
 

Master data

WKN: SU13YB
Issuer: Société Générale
Currency: EUR
Underlying: Astrazeneca PLC ORD SHS $0.25
Type: Warrant
Option type: Call
Strike price: 100.00 GBP
Maturity: 2024-09-20
Issue date: 2023-11-13
Last trading day: 2024-09-19
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 5.48
Leverage: Yes

Calculated values

Fair value: 2.61
Intrinsic value: 2.50
Implied volatility: 0.22
Historic volatility: 0.23
Parity: 2.50
Time value: 0.11
Break-even: 144.15
Moneyness: 1.21
Premium: 0.01
Premium p.a.: 0.03
Spread abs.: 0.02
Spread %: 0.77%
Delta: 0.98
Theta: -0.02
Omega: 5.36
Rho: 0.25
 

Quote data

Open: 2.520
High: 2.590
Low: 2.480
Previous Close: 2.500
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week
  -17.33%
1 Month
  -13.89%
3 Months  
+95.28%
YTD  
+72.22%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 3.000 2.500
1M High / 1M Low: 3.130 2.500
6M High / 6M Low: 3.130 0.560
High (YTD): 2024-06-10 3.130
Low (YTD): 2024-02-12 0.560
52W High: - -
52W Low: - -
Avg. price 1W:   2.754
Avg. volume 1W:   0.000
Avg. price 1M:   2.915
Avg. volume 1M:   0.000
Avg. price 6M:   1.847
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   58.92%
Volatility 6M:   132.24%
Volatility 1Y:   -
Volatility 3Y:   -