Soc. Generale Call 110 AZN 20.09.2024
/ DE000SU796U6
Soc. Generale Call 110 AZN 20.09..../ DE000SU796U6 /
23/08/2024 21:51:12 |
Chg.+0.130 |
Bid21:57:51 |
Ask21:57:51 |
Underlying |
Strike price |
Expiration date |
Option type |
2.410EUR |
+5.70% |
2.400 Bid Size: 1,300 |
2.640 Ask Size: 1,300 |
Astrazeneca PLC ORD ... |
110.00 GBP |
20/09/2024 |
Call |
Master data
WKN: |
SU796U |
Issuer: |
Société Générale |
Currency: |
EUR |
Underlying: |
Astrazeneca PLC ORD SHS $0.25 |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
110.00 GBP |
Maturity: |
20/09/2024 |
Issue date: |
13/02/2024 |
Last trading day: |
19/09/2024 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
6.11 |
Leverage: |
Yes |
Calculated values
Fair value: |
2.56 |
Intrinsic value: |
2.52 |
Implied volatility: |
- |
Historic volatility: |
0.22 |
Parity: |
2.52 |
Time value: |
0.02 |
Break-even: |
155.27 |
Moneyness: |
1.19 |
Premium: |
0.00 |
Premium p.a.: |
0.01 |
Spread abs.: |
0.03 |
Spread %: |
1.20% |
Delta: |
- |
Theta: |
- |
Omega: |
- |
Rho: |
- |
Quote data
Open: |
2.350 |
High: |
2.590 |
Low: |
2.350 |
Previous Close: |
2.280 |
Turnover: |
0.000 |
Market phase: |
CL |
All quotes in EUR
Performance
1 Week |
|
|
-6.95% |
1 Month |
|
|
+81.20% |
3 Months |
|
|
+30.98% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
2.420 |
2.280 |
1M High / 1M Low: |
2.590 |
1.330 |
6M High / 6M Low: |
2.590 |
0.460 |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
2.350 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
2.008 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
1.448 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
110.08% |
Volatility 6M: |
|
143.39% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |