Soc. Generale Call 120 AZN 21.03.2025
/ DE000SW98X81
Soc. Generale Call 120 AZN 21.03..../ DE000SW98X81 /
| 8/1/2024 9:55:16 AM |
Chg.0.00 |
Bid3:42:30 PM |
Ask3:42:30 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.46EUR |
0.00% |
1.65
Bid Size: 15,000 |
1.67
Ask Size: 15,000 |
Astrazeneca PLC ORD ... |
120.00 GBP |
3/21/2025 |
Call |
Master data
| WKN: |
SW98X8 |
| Issuer: |
Société Générale |
| Currency: |
EUR |
| Underlying: |
Astrazeneca PLC ORD SHS $0.25 |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
120.00 GBP |
| Maturity: |
3/21/2025 |
| Issue date: |
5/13/2024 |
| Last trading day: |
3/20/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
9.37 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.38 |
| Intrinsic value: |
0.37 |
| Implied volatility: |
0.26 |
| Historic volatility: |
0.22 |
| Parity: |
0.37 |
| Time value: |
1.19 |
| Break-even: |
158.10 |
| Moneyness: |
1.03 |
| Premium: |
0.08 |
| Premium p.a.: |
0.13 |
| Spread abs.: |
0.02 |
| Spread %: |
1.30% |
| Delta: |
0.63 |
| Theta: |
-0.03 |
| Omega: |
5.92 |
| Rho: |
0.49 |
Quote data
| Open: |
1.46 |
| High: |
1.46 |
| Low: |
1.46 |
| Previous Close: |
1.46 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+22.69% |
| 1 Month |
|
|
-8.75% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.50 |
1.19 |
| 1M High / 1M Low: |
1.60 |
1.19 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.39 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.41 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
133.50% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
