Soc. Generale Put 120 AZN 21.03.2025
/ DE000SW9N9T7
Soc. Generale Put 120 AZN 21.03.2.../ DE000SW9N9T7 /
| 1/24/2025 9:53:26 AM |
Chg.+0.01 |
Bid10:00:38 PM |
Ask10:00:38 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.33EUR |
+0.76% |
-
Bid Size: - |
-
Ask Size: - |
Astrazeneca PLC ORD ... |
120.00 GBP |
3/21/2025 |
Put |
Master data
| WKN: |
SW9N9T |
| Issuer: |
Société Générale |
| Currency: |
EUR |
| Underlying: |
Astrazeneca PLC ORD SHS $0.25 |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
120.00 GBP |
| Maturity: |
3/21/2025 |
| Issue date: |
4/29/2024 |
| Last trading day: |
3/20/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-9.18 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.19 |
| Intrinsic value: |
1.15 |
| Implied volatility: |
0.36 |
| Historic volatility: |
0.21 |
| Parity: |
1.15 |
| Time value: |
0.28 |
| Break-even: |
128.43 |
| Moneyness: |
1.09 |
| Premium: |
0.02 |
| Premium p.a.: |
0.15 |
| Spread abs.: |
0.01 |
| Spread %: |
0.70% |
| Delta: |
-0.69 |
| Theta: |
-0.05 |
| Omega: |
-6.34 |
| Rho: |
-0.16 |
Quote data
| Open: |
1.33 |
| High: |
1.33 |
| Low: |
1.33 |
| Previous Close: |
1.32 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-10.74% |
| 1 Month |
|
|
-38.71% |
| 3 Months |
|
|
+27.88% |
| YTD |
|
|
-34.48% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
1.58 |
1.32 |
| 1M High / 1M Low: |
2.09 |
1.32 |
| 6M High / 6M Low: |
2.61 |
0.47 |
| High (YTD): |
1/2/2025 |
2.05 |
| Low (YTD): |
1/23/2025 |
1.32 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.41 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.68 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
1.34 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
115.04% |
| Volatility 6M: |
|
142.19% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |