Soc. Generale Call 110 AZN 20.12.2024
/ DE000SU796X0
Soc. Generale Call 110 AZN 20.12..../ DE000SU796X0 /
| 16/07/2024 08:14:05 |
Chg.-0.24 |
Bid17:57:43 |
Ask17:57:43 |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.78EUR |
-11.88% |
1.82
Bid Size: 1,700 |
1.93
Ask Size: 1,700 |
Astrazeneca PLC ORD ... |
110.00 GBP |
20/12/2024 |
Call |
Master data
| WKN: |
SU796X |
| Issuer: |
Société Générale |
| Currency: |
EUR |
| Underlying: |
Astrazeneca PLC ORD SHS $0.25 |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
110.00 GBP |
| Maturity: |
20/12/2024 |
| Issue date: |
13/02/2024 |
| Last trading day: |
19/12/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
7.56 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.75 |
| Intrinsic value: |
1.29 |
| Implied volatility: |
0.28 |
| Historic volatility: |
0.22 |
| Parity: |
1.29 |
| Time value: |
0.61 |
| Break-even: |
149.71 |
| Moneyness: |
1.10 |
| Premium: |
0.04 |
| Premium p.a.: |
0.10 |
| Spread abs.: |
0.01 |
| Spread %: |
0.53% |
| Delta: |
0.76 |
| Theta: |
-0.03 |
| Omega: |
5.72 |
| Rho: |
0.39 |
Quote data
| Open: |
1.78 |
| High: |
1.78 |
| Low: |
1.78 |
| Previous Close: |
2.02 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-2.20% |
| 1 Month |
|
|
-22.27% |
| 3 Months |
|
|
+61.82% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.02 |
1.67 |
| 1M High / 1M Low: |
2.54 |
1.67 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.86 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
2.10 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
95.62% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
