Soc. Generale Call 120 AZN 20.12.2024
/ DE000SU796Y8
Soc. Generale Call 120 AZN 20.12..../ DE000SU796Y8 /
| 8/1/2024 8:13:50 AM |
Chg.+0.01 |
Bid11:15:20 AM |
Ask11:15:20 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.19EUR |
+0.85% |
1.19
Bid Size: 15,000 |
1.20
Ask Size: 15,000 |
Astrazeneca PLC ORD ... |
120.00 GBP |
12/20/2024 |
Call |
Master data
| WKN: |
SU796Y |
| Issuer: |
Société Générale |
| Currency: |
EUR |
| Underlying: |
Astrazeneca PLC ORD SHS $0.25 |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
120.00 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: |
11.51 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.09 |
| Intrinsic value: |
0.37 |
| Implied volatility: |
0.27 |
| Historic volatility: |
0.22 |
| Parity: |
0.37 |
| Time value: |
0.90 |
| Break-even: |
155.20 |
| Moneyness: |
1.03 |
| Premium: |
0.06 |
| Premium p.a.: |
0.17 |
| Spread abs.: |
0.01 |
| Spread %: |
0.79% |
| Delta: |
0.63 |
| Theta: |
-0.04 |
| Omega: |
7.20 |
| Rho: |
0.30 |
Quote data
| Open: |
1.19 |
| High: |
1.19 |
| Low: |
1.19 |
| Previous Close: |
1.18 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+26.60% |
| 1 Month |
|
|
-14.39% |
| 3 Months |
|
|
-7.03% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.24 |
0.94 |
| 1M High / 1M Low: |
1.39 |
0.94 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.12 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.13 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
174.28% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
