Soc. Generale Put 90 AZN 21.03.2025
/ DE000SU79621
Soc. Generale Put 90 AZN 21.03.20.../ DE000SU79621 /
| 6/19/2024 8:13:43 AM |
Chg.+0.010 |
Bid11:37:55 AM |
Ask11:37:55 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.150EUR |
+7.14% |
0.180
Bid Size: 35,000 |
0.190
Ask Size: 35,000 |
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: |
-85.94 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.06 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.32 |
| Historic volatility: |
0.25 |
| Parity: |
-3.96 |
| Time value: |
0.17 |
| Break-even: |
104.80 |
| Moneyness: |
0.73 |
| Premium: |
0.28 |
| Premium p.a.: |
0.39 |
| Spread abs.: |
0.01 |
| Spread %: |
6.25% |
| Delta: |
-0.08 |
| Theta: |
-0.01 |
| Omega: |
-7.11 |
| Rho: |
-0.10 |
Quote data
| Open: |
0.150 |
| High: |
0.150 |
| Low: |
0.150 |
| Previous Close: |
0.140 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+7.14% |
| 1 Month |
|
|
-11.76% |
| 3 Months |
|
|
-70.00% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.160 |
0.140 |
| 1M High / 1M Low: |
0.200 |
0.120 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.144 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.155 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
160.47% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
