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

EUWAX
2024-07-22  10:09:01 AM Chg.+0.060 Bid10:00:34 PM Ask10:00:34 PM Underlying Strike price Expiration date Option type
0.690EUR +9.52% -
Bid Size: -		 -
Ask Size: -		 Astrazeneca PLC ORD ... 120.00 GBP 2024-09-20 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: 2024-09-20
Issue date: 2023-11-13
Last trading day: 2024-09-19
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: 0.690
High: 0.690
Low: 0.690
Previous Close: 0.630
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+1.47%
1 Month
  -29.59%
3 Months  
+72.50%
YTD  
+97.14%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.770 0.510
1M High / 1M Low: 1.070 0.510
6M High / 6M Low: 1.190 0.064
High (YTD): 2024-06-11 1.190
Low (YTD): 2024-02-12 0.064
52W High: - -
52W Low: - -
Avg. price 1W:   0.628
Avg. volume 1W:   0.000
Avg. price 1M:   0.739
Avg. volume 1M:   0.000
Avg. price 6M:   0.545
Avg. volume 6M:   429.528
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   254.72%
Volatility 6M:   269.88%
Volatility 1Y:   -
Volatility 3Y:   -