Soc. Generale Put 120 AZN 19.09.2025
/ DE000SY64PU9
Soc. Generale Put 120 AZN 19.09.2.../ DE000SY64PU9 /
| 1/24/2025 9:38:41 PM |
Chg.+0.050 |
Bid9:59:46 PM |
Ask9:59:46 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.690EUR |
+3.05% |
1.690
Bid Size: 1,800 |
1.780
Ask Size: 1,800 |
Astrazeneca PLC ORD ... |
120.00 GBP |
9/19/2025 |
Put |
Master data
| WKN: |
SY64PU |
| Issuer: |
Société Générale |
| Currency: |
EUR |
| Underlying: |
Astrazeneca PLC ORD SHS $0.25 |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
120.00 GBP |
| Maturity: |
9/19/2025 |
| Issue date: |
8/13/2024 |
| Last trading day: |
9/18/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-7.54 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.43 |
| Intrinsic value: |
1.15 |
| Implied volatility: |
0.29 |
| Historic volatility: |
0.21 |
| Parity: |
1.15 |
| Time value: |
0.59 |
| Break-even: |
125.33 |
| Moneyness: |
1.09 |
| Premium: |
0.05 |
| Premium p.a.: |
0.07 |
| Spread abs.: |
0.01 |
| Spread %: |
0.58% |
| Delta: |
-0.57 |
| Theta: |
-0.02 |
| Omega: |
-4.29 |
| Rho: |
-0.60 |
Quote data
| Open: |
1.620 |
| High: |
1.690 |
| Low: |
1.620 |
| Previous Close: |
1.640 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
-1.74% |
| 1 Month |
|
|
-23.18% |
| 3 Months |
|
|
+24.26% |
| YTD |
|
|
-23.53% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
1.850 |
1.620 |
| 1M High / 1M Low: |
2.210 |
1.620 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
1/6/2025 |
2.060 |
| Low (YTD): |
1/21/2025 |
1.620 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.692 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.873 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
94.05% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |