Soc. Generale Put 120 AZN 19.09.2025
/ DE000SY64PU9
Soc. Generale Put 120 AZN 19.09.2.../ DE000SY64PU9 /
| 02/10/2024 21:49:43 |
Chg.-0.030 |
Bid21:55:45 |
Ask21:55:45 |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.250EUR |
-2.34% |
1.260
Bid Size: 2,400 |
1.320
Ask Size: 2,400 |
Astrazeneca PLC ORD ... |
120.00 GBP |
19/09/2025 |
Put |
Master data
| WKN: |
SY64PU |
| Issuer: |
Société Générale |
| Currency: |
EUR |
| Underlying: |
Astrazeneca PLC ORD SHS $0.25 |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
120.00 GBP |
| Maturity: |
19/09/2025 |
| Issue date: |
13/08/2024 |
| Last trading day: |
18/09/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-10.73 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.08 |
| Intrinsic value: |
0.23 |
| Implied volatility: |
0.26 |
| Historic volatility: |
0.22 |
| Parity: |
0.23 |
| Time value: |
1.09 |
| Break-even: |
130.84 |
| Moneyness: |
1.02 |
| Premium: |
0.08 |
| Premium p.a.: |
0.08 |
| Spread abs.: |
0.02 |
| Spread %: |
1.54% |
| Delta: |
-0.42 |
| Theta: |
-0.01 |
| Omega: |
-4.56 |
| Rho: |
-0.71 |
Quote data
| Open: |
1.290 |
| High: |
1.290 |
| Low: |
1.200 |
| Previous Close: |
1.280 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
-10.07% |
| 1 Month |
|
|
+54.32% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.390 |
1.280 |
| 1M High / 1M Low: |
1.430 |
0.810 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.352 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.177 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
109.43% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
