Soc. Generale Put 120 AZN 20.06.2025
/ DE000SW98YC1
Soc. Generale Put 120 AZN 20.06.2.../ DE000SW98YC1 /
| 11/14/2024 5:56:28 PM |
Chg.-0.110 |
Bid6:01:38 PM |
Ask6:01:38 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.230EUR |
-4.70% |
2.230
Bid Size: 1,400 |
2.330
Ask Size: 1,400 |
Astrazeneca PLC ORD ... |
120.00 GBP |
6/20/2025 |
Put |
Master data
| WKN: |
SW98YC |
| Issuer: |
Société Générale |
| Currency: |
EUR |
| Underlying: |
Astrazeneca PLC ORD SHS $0.25 |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
120.00 GBP |
| Maturity: |
6/20/2025 |
| Issue date: |
5/13/2024 |
| Last trading day: |
6/19/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-5.04 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
2.14 |
| Intrinsic value: |
2.14 |
| Implied volatility: |
0.32 |
| Historic volatility: |
0.23 |
| Parity: |
2.14 |
| Time value: |
0.30 |
| Break-even: |
119.96 |
| Moneyness: |
1.17 |
| Premium: |
0.02 |
| Premium p.a.: |
0.04 |
| Spread abs.: |
0.10 |
| Spread %: |
4.27% |
| Delta: |
-0.67 |
| Theta: |
-0.02 |
| Omega: |
-3.40 |
| Rho: |
-0.64 |
Quote data
| Open: |
2.340 |
| High: |
2.390 |
| Low: |
2.230 |
| Previous Close: |
2.340 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
-18.32% |
| 1 Month |
|
|
+114.42% |
| 3 Months |
|
|
+178.75% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.730 |
2.340 |
| 1M High / 1M Low: |
2.730 |
0.960 |
| 6M High / 6M Low: |
2.730 |
0.610 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
2.552 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.615 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
1.122 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
181.85% |
| Volatility 6M: |
|
116.42% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
