Soc. Generale Put 140 AZN 20.06.2025
/ DE000SY744B2
Soc. Generale Put 140 AZN 20.06.2.../ DE000SY744B2 /
| 24/01/2025 21:43:20 |
Chg.+0.070 |
Bid21:59:46 |
Ask21:59:46 |
Underlying |
Strike price |
Expiration date |
Option type |
| 3.620EUR |
+1.97% |
3.620
Bid Size: 900 |
3.760
Ask Size: 900 |
Astrazeneca PLC ORD ... |
140.00 GBP |
20/06/2025 |
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: |
20/06/2025 |
| Issue date: |
02/09/2024 |
| Last trading day: |
19/06/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-3.55 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
3.53 |
| Intrinsic value: |
3.53 |
| Implied volatility: |
0.39 |
| Historic volatility: |
0.21 |
| Parity: |
3.53 |
| Time value: |
0.17 |
| Break-even: |
129.52 |
| Moneyness: |
1.27 |
| Premium: |
0.01 |
| Premium p.a.: |
0.03 |
| Spread abs.: |
0.02 |
| Spread %: |
0.54% |
| Delta: |
-0.79 |
| Theta: |
-0.02 |
| Omega: |
-2.79 |
| Rho: |
-0.56 |
Quote data
| Open: |
3.490 |
| High: |
3.630 |
| Low: |
3.490 |
| Previous Close: |
3.550 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
-0.82% |
| 1 Month |
|
|
-15.62% |
| 3 Months |
|
|
+23.55% |
| YTD |
|
|
-16.40% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
3.850 |
3.540 |
| 1M High / 1M Low: |
4.330 |
3.540 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
07/01/2025 |
4.120 |
| Low (YTD): |
21/01/2025 |
3.540 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
3.630 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
3.867 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
64.66% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |