Soc. Generale Put 100 AZN 21.03.2025
/ DE000SU79639
Soc. Generale Put 100 AZN 21.03.2.../ DE000SU79639 /
| 14/11/2024 16:56:36 |
Chg.-0.030 |
Bid14/11/2024 |
Ask14/11/2024 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.620EUR |
-4.62% |
0.620
Bid Size: 30,000 |
0.630
Ask Size: 30,000 |
Astrazeneca PLC ORD ... |
100.00 GBP |
21/03/2025 |
Put |
Master data
| WKN: |
SU7963 |
| Issuer: |
Société Générale |
| Currency: |
EUR |
| Underlying: |
Astrazeneca PLC ORD SHS $0.25 |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
100.00 GBP |
| Maturity: |
21/03/2025 |
| Issue date: |
13/02/2024 |
| Last trading day: |
20/03/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-17.57 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.46 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.31 |
| Historic volatility: |
0.23 |
| Parity: |
-0.27 |
| Time value: |
0.70 |
| Break-even: |
113.30 |
| Moneyness: |
0.98 |
| Premium: |
0.08 |
| Premium p.a.: |
0.24 |
| Spread abs.: |
0.05 |
| Spread %: |
7.69% |
| Delta: |
-0.39 |
| Theta: |
-0.03 |
| Omega: |
-6.91 |
| Rho: |
-0.19 |
Quote data
| Open: |
0.640 |
| High: |
0.660 |
| Low: |
0.620 |
| Previous Close: |
0.650 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
-31.11% |
| 1 Month |
|
|
+181.82% |
| 3 Months |
|
|
+210.00% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.900 |
0.650 |
| 1M High / 1M Low: |
0.900 |
0.190 |
| 6M High / 6M Low: |
0.900 |
0.120 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.786 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.421 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.286 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
338.57% |
| Volatility 6M: |
|
193.51% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
