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Soc. Generale Put 120 AZN 21.06.2.../  DE000SV48V44  /

EUWAX
6/4/2024  9:24:06 AM Chg.-0.060 Bid1:12:11 PM Ask1:12:11 PM Underlying Strike price Expiration date Option type
0.100EUR -37.50% 0.090
Bid Size: 20,000		 0.100
Ask Size: 20,000		 Astrazeneca PLC ORD ... 120.00 GBP 6/21/2024 Put
 

Master data

WKN: SV48V4
Issuer: Société Générale
Currency: EUR
Underlying: Astrazeneca PLC ORD SHS $0.25
Type: Warrant
Option type: Put
Strike price: 120.00 GBP
Maturity: 6/21/2024
Issue date: 5/11/2023
Last trading day: 6/20/2024
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: -131.86
Leverage: Yes

Calculated values

Fair value: 0.13
Intrinsic value: 0.00
Implied volatility: 0.22
Historic volatility: 0.25
Parity: -0.41
Time value: 0.11
Break-even: 139.85
Moneyness: 0.97
Premium: 0.04
Premium p.a.: 1.13
Spread abs.: 0.01
Spread %: 10.00%
Delta: -0.26
Theta: -0.06
Omega: -33.73
Rho: -0.02
 

Quote data

Open: 0.100
High: 0.100
Low: 0.100
Previous Close: 0.160
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -50.00%
1 Month
  -75.00%
3 Months
  -95.61%
YTD
  -94.44%
1 Year
  -92.59%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.250 0.160
1M High / 1M Low: 0.400 0.140
6M High / 6M Low: 2.990 0.140
High (YTD): 2/12/2024 2.990
Low (YTD): 5/27/2024 0.140
52W High: 2/12/2024 2.990
52W Low: 5/27/2024 0.140
Avg. price 1W:   0.220
Avg. volume 1W:   0.000
Avg. price 1M:   0.254
Avg. volume 1M:   0.000
Avg. price 6M:   1.564
Avg. volume 6M:   0.000
Avg. price 1Y:   1.666
Avg. volume 1Y:   0.000
Volatility 1M:   298.25%
Volatility 6M:   178.51%
Volatility 1Y:   150.36%
Volatility 3Y:   -