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Soc. Generale Call 120 AZN 20.09..../  DE000SU13YC4  /

Frankfurt Zert./SG
22/07/2024  21:46:53 Chg.+0.100 Bid21:59:30 Ask21:59:30 Underlying Strike price Expiration date Option type
0.710EUR +16.39% 0.710
Bid Size: 4,300		 0.800
Ask Size: 4,300		 Astrazeneca PLC ORD ... 120.00 GBP 20/09/2024 Call
 

Master data

WKN: SU13YC
Issuer: Société Générale
Currency: EUR
Underlying: Astrazeneca PLC ORD SHS $0.25
Type: Warrant
Option type: Call
Strike price: 120.00 GBP
Maturity: 20/09/2024
Issue date: 13/11/2023
Last trading day: 19/09/2024
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 22.24
Leverage: Yes

Calculated values

Fair value: 0.67
Intrinsic value: 0.22
Implied volatility: 0.21
Historic volatility: 0.22
Parity: 0.22
Time value: 0.43
Break-even: 148.89
Moneyness: 1.02
Premium: 0.03
Premium p.a.: 0.20
Spread abs.: 0.01
Spread %: 1.56%
Delta: 0.61
Theta: -0.05
Omega: 13.65
Rho: 0.14
 

Quote data

Open: 0.640
High: 0.770
Low: 0.640
Previous Close: 0.610
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week  
+22.41%
1 Month
  -29.70%
3 Months  
+51.06%
YTD  
+97.22%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.710 0.530
1M High / 1M Low: 1.020 0.480
6M High / 6M Low: 1.150 0.063
High (YTD): 10/06/2024 1.150
Low (YTD): 12/02/2024 0.063
52W High: - -
52W Low: - -
Avg. price 1W:   0.604
Avg. volume 1W:   0.000
Avg. price 1M:   0.696
Avg. volume 1M:   0.000
Avg. price 6M:   0.530
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   196.56%
Volatility 6M:   248.33%
Volatility 1Y:   -
Volatility 3Y:   -