We present a well-posedness result for strong solutions of one-dimensional stochastic differential equations (SDEs) the form $$\mathrm{d} X= u(\omega,t,X)\, \mathrm{d} t + \frac12 \sigma(\omega,t,X)\sigma'(\omega,t,X)\,\mathrm{d} \sigma(\omega,t,X) \, \mathrm{d}W(t), $$ where drift coefficient $u$ is random and irregular. The regular noise $\sigma$ may vanish. main contribution pathwise uniquen...