Soc. Generale Put 90 AZN 21.03.2025
/ DE000SU79621
Soc. Generale Put 90 AZN 21.03.20.../ DE000SU79621 /
| 11/14/2024 9:48:48 AM |
Chg.-0.030 |
Bid12:18:12 PM |
Ask12:18:12 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.270EUR |
-10.00% |
0.260
Bid Size: 40,000 |
0.270
Ask Size: 40,000 |
Astrazeneca PLC ORD ... |
90.00 GBP |
3/21/2025 |
Put |
Master data
| WKN: |
SU7962 |
| Issuer: |
Société Générale |
| Currency: |
EUR |
| Underlying: |
Astrazeneca PLC ORD SHS $0.25 |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
90.00 GBP |
| Maturity: |
3/21/2025 |
| Issue date: |
2/13/2024 |
| Last trading day: |
3/20/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-41.00 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.12 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.32 |
| Historic volatility: |
0.23 |
| Parity: |
-1.47 |
| Time value: |
0.30 |
| Break-even: |
105.27 |
| Moneyness: |
0.88 |
| Premium: |
0.14 |
| Premium p.a.: |
0.47 |
| Spread abs.: |
0.03 |
| Spread %: |
11.11% |
| Delta: |
-0.21 |
| Theta: |
-0.02 |
| Omega: |
-8.46 |
| Rho: |
-0.10 |
Quote data
| Open: |
0.270 |
| High: |
0.270 |
| Low: |
0.270 |
| Previous Close: |
0.300 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-32.50% |
| 1 Month |
|
|
+145.45% |
| 3 Months |
|
|
+170.00% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.400 |
0.300 |
| 1M High / 1M Low: |
0.400 |
0.083 |
| 6M High / 6M Low: |
0.400 |
0.047 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.358 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.178 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.134 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
268.50% |
| Volatility 6M: |
|
230.28% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
