Soc. Generale Put 140 AZN 20.06.2025
/ DE000SY744B2
Soc. Generale Put 140 AZN 20.06.2.../ DE000SY744B2 /
| 2025-01-15 4:59:09 PM |
Chg.+0.070 |
Bid5:54:03 PM |
Ask5:54:03 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 4.120EUR |
+1.73% |
4.000
Bid Size: 800 |
4.140
Ask Size: 800 |
Astrazeneca PLC ORD ... |
140.00 GBP |
2025-06-20 |
Put |
Master data
| WKN: |
SY744B |
| Issuer: |
Société Générale |
| Currency: |
EUR |
| Underlying: |
Astrazeneca PLC ORD SHS $0.25 |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
140.00 GBP |
| Maturity: |
2025-06-20 |
| Issue date: |
2024-09-02 |
| Last trading day: |
2025-06-19 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-3.01 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
4.03 |
| Intrinsic value: |
4.03 |
| Implied volatility: |
0.42 |
| Historic volatility: |
0.24 |
| Parity: |
4.03 |
| Time value: |
0.14 |
| Break-even: |
124.21 |
| Moneyness: |
1.32 |
| Premium: |
0.01 |
| Premium p.a.: |
0.03 |
| Spread abs.: |
0.14 |
| Spread %: |
3.47% |
| Delta: |
-0.80 |
| Theta: |
-0.02 |
| Omega: |
-2.41 |
| Rho: |
-0.61 |
Quote data
| Open: |
4.080 |
| High: |
4.120 |
| Low: |
4.070 |
| Previous Close: |
4.050 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
+6.46% |
| 1 Month |
|
|
-2.60% |
| 3 Months |
|
|
+54.89% |
| YTD |
|
|
-4.85% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
4.050 |
3.610 |
| 1M High / 1M Low: |
4.580 |
3.610 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
2025-01-07 |
4.120 |
| Low (YTD): |
2025-01-09 |
3.610 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
3.798 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
4.143 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
58.66% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
