Soc. Generale Put 120 AZN 20.06.2025
/ DE000SW98YC1
Soc. Generale Put 120 AZN 20.06.2.../ DE000SW98YC1 /
| 10/01/2025 15:41:45 |
Chg.+0.090 |
Bid16:25:50 |
Ask16:25:50 |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.650EUR |
+5.77% |
1.670
Bid Size: 20,000 |
1.680
Ask Size: 20,000 |
Astrazeneca PLC ORD ... |
120.00 GBP |
20/06/2025 |
Put |
Master data
| WKN: |
SW98YC |
| Issuer: |
Société Générale |
| Currency: |
EUR |
| Underlying: |
Astrazeneca PLC ORD SHS $0.25 |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
120.00 GBP |
| Maturity: |
20/06/2025 |
| Issue date: |
13/05/2024 |
| Last trading day: |
19/06/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-7.97 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.44 |
| Intrinsic value: |
1.18 |
| Implied volatility: |
0.30 |
| Historic volatility: |
0.23 |
| Parity: |
1.18 |
| Time value: |
0.47 |
| Break-even: |
126.89 |
| Moneyness: |
1.09 |
| Premium: |
0.04 |
| Premium p.a.: |
0.08 |
| Spread abs.: |
0.01 |
| Spread %: |
0.61% |
| Delta: |
-0.61 |
| Theta: |
-0.02 |
| Omega: |
-4.85 |
| Rho: |
-0.43 |
Quote data
| Open: |
1.570 |
| High: |
1.710 |
| Low: |
1.570 |
| Previous Close: |
1.560 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
-14.51% |
| 1 Month |
|
|
-20.67% |
| 3 Months |
|
|
+42.24% |
| YTD |
|
|
-22.54% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
1.930 |
1.560 |
| 1M High / 1M Low: |
2.350 |
1.560 |
| 6M High / 6M Low: |
2.730 |
0.610 |
| High (YTD): |
07/01/2025 |
1.930 |
| Low (YTD): |
09/01/2025 |
1.560 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.822 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
2.032 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
1.408 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
88.99% |
| Volatility 6M: |
|
121.20% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |