Soc. Generale Call 110 AZN 20.12.2024
/ DE000SU796X0
Soc. Generale Call 110 AZN 20.12..../ DE000SU796X0 /
8/15/2024 8:14:06 AM |
Chg.-0.02 |
Bid8:31:56 AM |
Ask8:31:56 AM |
Underlying |
Strike price |
Expiration date |
Option type |
2.68EUR |
-0.74% |
2.68 Bid Size: 1,200 |
2.83 Ask Size: 1,200 |
Astrazeneca PLC ORD ... |
110.00 GBP |
12/20/2024 |
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: |
12/20/2024 |
Issue date: |
2/13/2024 |
Last trading day: |
12/19/2024 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
5.46 |
Leverage: |
Yes |
Calculated values
Fair value: |
2.53 |
Intrinsic value: |
2.30 |
Implied volatility: |
0.35 |
Historic volatility: |
0.22 |
Parity: |
2.30 |
Time value: |
0.47 |
Break-even: |
155.82 |
Moneyness: |
1.18 |
Premium: |
0.03 |
Premium p.a.: |
0.09 |
Spread abs.: |
0.01 |
Spread %: |
0.36% |
Delta: |
0.83 |
Theta: |
-0.04 |
Omega: |
4.54 |
Rho: |
0.34 |
Quote data
Open: |
2.68 |
High: |
2.68 |
Low: |
2.68 |
Previous Close: |
2.70 |
Turnover: |
- |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
+24.07% |
1 Month |
|
|
+32.67% |
3 Months |
|
|
+21.27% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
2.70 |
2.16 |
1M High / 1M Low: |
2.70 |
1.70 |
6M High / 6M Low: |
2.70 |
0.48 |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
2.45 |
Avg. volume 1W: |
|
0.00 |
Avg. price 1M: |
|
2.09 |
Avg. volume 1M: |
|
0.00 |
Avg. price 6M: |
|
1.66 |
Avg. volume 6M: |
|
2.76 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
126.91% |
Volatility 6M: |
|
138.58% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |