Soc. Generale Call 160 AZN 21.03.2025
/ DE000SW98YA5
Soc. Generale Call 160 AZN 21.03..../ DE000SW98YA5 /
| 08/10/2024 21:42:22 |
Chg.0.000 |
Bid21:45:37 |
Ask21:45:37 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.053EUR |
0.00% |
0.052
Bid Size: 10,000 |
0.077
Ask Size: 10,000 |
Astrazeneca PLC ORD ... |
160.00 GBP |
21/03/2025 |
Call |
Master data
| WKN: |
SW98YA |
| Issuer: |
Société Générale |
| Currency: |
EUR |
| Underlying: |
Astrazeneca PLC ORD SHS $0.25 |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
160.00 GBP |
| Maturity: |
21/03/2025 |
| Issue date: |
13/05/2024 |
| Last trading day: |
20/03/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
194.31 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.02 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.28 |
| Historic volatility: |
0.22 |
| Parity: |
-5.08 |
| Time value: |
0.07 |
| Break-even: |
191.46 |
| Moneyness: |
0.73 |
| Premium: |
0.37 |
| Premium p.a.: |
1.01 |
| Spread abs.: |
0.01 |
| Spread %: |
16.13% |
| Delta: |
0.07 |
| Theta: |
-0.01 |
| Omega: |
13.12 |
| Rho: |
0.04 |
Quote data
| Open: |
0.046 |
| High: |
0.061 |
| Low: |
0.046 |
| Previous Close: |
0.053 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
+8.16% |
| 1 Month |
|
|
-64.67% |
| 3 Months |
|
|
-64.67% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.065 |
0.049 |
| 1M High / 1M Low: |
0.150 |
0.034 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.057 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.062 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
264.59% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
