Soc. Generale Call 140 AZN 20.12.2024
/ DE000SW86K15
Soc. Generale Call 140 AZN 20.12..../ DE000SW86K15 /
09/10/2024 09:14:05 |
Chg.- |
Bid19:03:53 |
Ask19:03:53 |
Underlying |
Strike price |
Expiration date |
Option type |
0.079EUR |
- |
0.067 Bid Size: 10,000 |
0.092 Ask Size: 10,000 |
Astrazeneca PLC ORD ... |
140.00 GBP |
20/12/2024 |
Call |
Master data
WKN: |
SW86K1 |
Issuer: |
Société Générale |
Currency: |
EUR |
Underlying: |
Astrazeneca PLC ORD SHS $0.25 |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
140.00 GBP |
Maturity: |
20/12/2024 |
Issue date: |
18/04/2024 |
Last trading day: |
19/12/2024 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
164.65 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.03 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.28 |
Historic volatility: |
0.22 |
Parity: |
-2.57 |
Time value: |
0.09 |
Break-even: |
168.15 |
Moneyness: |
0.85 |
Premium: |
0.19 |
Premium p.a.: |
1.42 |
Spread abs.: |
0.01 |
Spread %: |
13.16% |
Delta: |
0.11 |
Theta: |
-0.02 |
Omega: |
17.74 |
Rho: |
0.03 |
Quote data
Open: |
0.079 |
High: |
0.079 |
Low: |
0.079 |
Previous Close: |
0.073 |
Turnover: |
0.000 |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
-28.18% |
1 Month |
|
|
-39.23% |
3 Months |
|
|
-70.74% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.110 |
0.073 |
1M High / 1M Low: |
0.180 |
0.050 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.086 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.090 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
384.52% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |