Soc. Generale Call 100 AZN 21.03.2025
/ DE000SJ20LT3
Soc. Generale Call 100 AZN 21.03..../ DE000SJ20LT3 /
| 1/24/2025 9:45:11 PM |
Chg.-0.030 |
Bid9:59:46 PM |
Ask9:59:46 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.290EUR |
-2.27% |
1.290
Bid Size: 2,400 |
1.410
Ask Size: 2,400 |
Astrazeneca PLC ORD ... |
100.00 GBP |
3/21/2025 |
Call |
Master data
| WKN: |
SJ20LT |
| Issuer: |
Société Générale |
| Currency: |
EUR |
| Underlying: |
Astrazeneca PLC ORD SHS $0.25 |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
100.00 GBP |
| Maturity: |
3/21/2025 |
| Issue date: |
11/18/2024 |
| Last trading day: |
3/20/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
9.74 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.36 |
| Intrinsic value: |
1.26 |
| Implied volatility: |
0.20 |
| Historic volatility: |
0.22 |
| Parity: |
1.26 |
| Time value: |
0.09 |
| Break-even: |
132.44 |
| Moneyness: |
1.11 |
| Premium: |
0.01 |
| Premium p.a.: |
0.05 |
| Spread abs.: |
0.01 |
| Spread %: |
0.75% |
| Delta: |
0.92 |
| Theta: |
-0.02 |
| Omega: |
8.93 |
| Rho: |
0.16 |
Quote data
| Open: |
1.340 |
| High: |
1.460 |
| Low: |
1.290 |
| Previous Close: |
1.320 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
+2.38% |
| 1 Month |
|
|
+31.63% |
| 3 Months |
|
|
- |
| YTD |
|
|
+27.72% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
1.340 |
1.080 |
| 1M High / 1M Low: |
1.390 |
0.960 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
1/9/2025 |
1.390 |
| Low (YTD): |
1/14/2025 |
0.970 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.262 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.153 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
178.37% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |