Soc. Generale Call 100 AZN 20.06.2025
/ DE000SJ6CC22
Soc. Generale Call 100 AZN 20.06..../ DE000SJ6CC22 /
| 1/24/2025 9:36:48 PM |
Chg.-0.020 |
Bid9:59:45 PM |
Ask9:59:45 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.560EUR |
-1.27% |
1.560
Bid Size: 2,000 |
1.670
Ask Size: 2,000 |
Astrazeneca PLC ORD ... |
100.00 GBP |
6/20/2025 |
Call |
Master data
| WKN: |
SJ6CC2 |
| Issuer: |
Société Générale |
| Currency: |
EUR |
| Underlying: |
Astrazeneca PLC ORD SHS $0.25 |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
100.00 GBP |
| Maturity: |
6/20/2025 |
| Issue date: |
11/25/2024 |
| Last trading day: |
6/19/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
8.10 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.55 |
| Intrinsic value: |
1.23 |
| Implied volatility: |
0.24 |
| Historic volatility: |
0.21 |
| Parity: |
1.23 |
| Time value: |
0.39 |
| Break-even: |
135.14 |
| Moneyness: |
1.10 |
| Premium: |
0.03 |
| Premium p.a.: |
0.08 |
| Spread abs.: |
0.01 |
| Spread %: |
0.62% |
| Delta: |
0.79 |
| Theta: |
-0.03 |
| Omega: |
6.38 |
| Rho: |
0.35 |
Quote data
| Open: |
1.690 |
| High: |
1.700 |
| Low: |
1.560 |
| Previous Close: |
1.580 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
+1.96% |
| 1 Month |
|
|
+22.83% |
| 3 Months |
|
|
- |
| YTD |
|
|
+22.83% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
1.590 |
1.380 |
| 1M High / 1M Low: |
1.640 |
1.240 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
1/9/2025 |
1.640 |
| Low (YTD): |
1/14/2025 |
1.240 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.532 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.432 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
127.01% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |