Soc. Generale Put 120 AZN 20.06.2025
/ DE000SW98YC1
Soc. Generale Put 120 AZN 20.06.2.../ DE000SW98YC1 /
2024-06-28 4:52:26 PM |
Chg.+0.010 |
Bid5:17:56 PM |
Ask5:17:56 PM |
Underlying |
Strike price |
Expiration date |
Option type |
1.060EUR |
+0.95% |
1.060 Bid Size: 30,000 |
1.080 Ask Size: 30,000 |
Astrazeneca PLC ORD ... |
120.00 GBP |
2025-06-20 |
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: |
2025-06-20 |
Issue date: |
2024-05-13 |
Last trading day: |
2025-06-19 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
-13.54 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.94 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.27 |
Historic volatility: |
0.24 |
Parity: |
-0.45 |
Time value: |
1.08 |
Break-even: |
130.90 |
Moneyness: |
0.97 |
Premium: |
0.10 |
Premium p.a.: |
0.11 |
Spread abs.: |
0.02 |
Spread %: |
1.89% |
Delta: |
-0.35 |
Theta: |
-0.01 |
Omega: |
-4.75 |
Rho: |
-0.61 |
Quote data
Open: |
1.020 |
High: |
1.070 |
Low: |
1.020 |
Previous Close: |
1.050 |
Turnover: |
0.000 |
Market phase: |
PRE CALL |
All quotes in EUR
Performance
1 Week |
|
|
+3.92% |
1 Month |
|
|
-12.40% |
3 Months |
|
|
- |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
1.050 |
0.980 |
1M High / 1M Low: |
1.250 |
0.950 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
1.014 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
1.056 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
71.20% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |