Soc. Generale Call 120 AZN 20.12.2024
/ DE000SU796Y8
Soc. Generale Call 120 AZN 20.12..../ DE000SU796Y8 /
| 11/13/2024 8:15:11 AM |
Chg.-0.012 |
Bid10:00:40 PM |
Ask10:00:40 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.009EUR |
-57.14% |
-
Bid Size: - |
-
Ask Size: - |
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: |
393.23 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.00 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.32 |
| Historic volatility: |
0.23 |
| Parity: |
-2.21 |
| Time value: |
0.03 |
| Break-even: |
144.30 |
| Moneyness: |
0.85 |
| Premium: |
0.18 |
| Premium p.a.: |
4.28 |
| Spread abs.: |
0.01 |
| Spread %: |
47.62% |
| Delta: |
0.06 |
| Theta: |
-0.02 |
| Omega: |
23.67 |
| Rho: |
0.01 |
Quote data
| Open: |
0.009 |
| High: |
0.009 |
| Low: |
0.009 |
| Previous Close: |
0.021 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-82.35% |
| 1 Month |
|
|
-98.45% |
| 3 Months |
|
|
-99.44% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.051 |
0.021 |
| 1M High / 1M Low: |
0.760 |
0.021 |
| 6M High / 6M Low: |
2.010 |
0.021 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.033 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.372 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
1.115 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
420.80% |
| Volatility 6M: |
|
233.99% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
