Soc. Generale Call 1750 AZN 20.09.2024
/ DE000SY1M186
Soc. Generale Call 1750 AZN 20.09.../ DE000SY1M186 /
| 2024-07-22 8:52:15 AM |
Chg.+0.010 |
Bid10:00:36 PM |
Ask10:00:36 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.150EUR |
+7.14% |
-
Bid Size: - |
-
Ask Size: - |
AstraZeneca PLC |
1,750.00 SEK |
2024-09-20 |
Call |
Master data
| WKN: |
SY1M18 |
| Issuer: |
Société Générale |
| Currency: |
EUR |
| Underlying: |
AstraZeneca PLC |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
1,750.00 SEK |
| Maturity: |
2024-09-20 |
| Issue date: |
2024-06-12 |
| Last trading day: |
2024-09-20 |
| Ratio: |
20:1 |
| Exercise type: |
European |
| Quanto: |
No |
| Gearing: |
45.17 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.15 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.23 |
| Historic volatility: |
0.22 |
| Parity: |
-0.30 |
| Time value: |
0.16 |
| Break-even: |
153.79 |
| Moneyness: |
0.96 |
| Premium: |
0.06 |
| Premium p.a.: |
0.46 |
| Spread abs.: |
0.01 |
| Spread %: |
6.67% |
| Delta: |
0.37 |
| Theta: |
-0.05 |
| Omega: |
16.66 |
| Rho: |
0.08 |
Quote data
| Open: |
0.150 |
| High: |
0.150 |
| Low: |
0.150 |
| Previous Close: |
0.140 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-11.76% |
| 1 Month |
|
|
-21.05% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.170 |
0.140 |
| 1M High / 1M Low: |
0.230 |
0.093 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.150 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.152 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
266.31% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
