Soc. Generale Call 100 AZN 21.06.2024
/ DE000SW2LNE9
Soc. Generale Call 100 AZN 21.06..../ DE000SW2LNE9 /
2024-06-07 9:36:46 PM |
Chg.-0.050 |
Bid9:58:29 PM |
Ask9:58:29 PM |
Underlying |
Strike price |
Expiration date |
Option type |
2.920EUR |
-1.68% |
2.900 Bid Size: 1,100 |
3.180 Ask Size: 1,100 |
Astrazeneca PLC ORD ... |
100.00 GBP |
2024-06-21 |
Call |
Master data
WKN: |
SW2LNE |
Issuer: |
Société Générale |
Currency: |
EUR |
Underlying: |
Astrazeneca PLC ORD SHS $0.25 |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
100.00 GBP |
Maturity: |
2024-06-21 |
Issue date: |
2023-08-23 |
Last trading day: |
2024-06-20 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
4.85 |
Leverage: |
Yes |
Calculated values
Fair value: |
3.08 |
Intrinsic value: |
3.07 |
Implied volatility: |
- |
Historic volatility: |
0.25 |
Parity: |
3.07 |
Time value: |
-0.01 |
Break-even: |
148.37 |
Moneyness: |
1.26 |
Premium: |
0.00 |
Premium p.a.: |
-0.02 |
Spread abs.: |
0.03 |
Spread %: |
0.99% |
Delta: |
- |
Theta: |
- |
Omega: |
- |
Rho: |
- |
Quote data
Open: |
2.970 |
High: |
3.070 |
Low: |
2.910 |
Previous Close: |
2.970 |
Turnover: |
0.000 |
Market phase: |
CL |
All quotes in EUR
Performance
1 Week |
|
|
+16.33% |
1 Month |
|
|
+7.35% |
3 Months |
|
|
+260.49% |
YTD |
|
|
+135.48% |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
2.970 |
2.710 |
1M High / 1M Low: |
2.970 |
2.190 |
6M High / 6M Low: |
2.970 |
0.350 |
High (YTD): |
2024-06-06 |
2.970 |
Low (YTD): |
2024-02-12 |
0.350 |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
2.864 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
2.599 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
1.433 |
Avg. volume 6M: |
|
3.226 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
102.32% |
Volatility 6M: |
|
171.48% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |