Soc. Generale Call 2000 AZO 20.12.2024
/ DE000SQ76BV7
Soc. Generale Call 2000 AZO 20.12.../ DE000SQ76BV7 /
28/10/2024 17:59:36 |
Chg.-0.400 |
Bid21:43:13 |
Ask- |
Underlying |
Strike price |
Expiration date |
Option type |
9.970EUR |
-3.86% |
- Bid Size: - |
- Ask Size: - |
AutoZone Inc |
2,000.00 - |
20/12/2024 |
Call |
Master data
WKN: |
SQ76BV |
Issuer: |
Société Générale |
Currency: |
EUR |
Underlying: |
AutoZone Inc |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
2,000.00 - |
Maturity: |
20/12/2024 |
Issue date: |
20/01/2023 |
Last trading day: |
29/10/2024 |
Ratio: |
100:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
2.87 |
Leverage: |
Yes |
Calculated values
Fair value: |
9.09 |
Intrinsic value: |
9.02 |
Implied volatility: |
1.25 |
Historic volatility: |
0.19 |
Parity: |
9.02 |
Time value: |
1.08 |
Break-even: |
3,010.00 |
Moneyness: |
1.45 |
Premium: |
0.04 |
Premium p.a.: |
0.39 |
Spread abs.: |
0.00 |
Spread %: |
0.00% |
Delta: |
0.87 |
Theta: |
-3.35 |
Omega: |
2.49 |
Rho: |
1.69 |
Quote data
Open: |
10.340 |
High: |
10.570 |
Low: |
9.950 |
Previous Close: |
10.370 |
Turnover: |
0.000 |
Market phase: |
CL |
All quotes in EUR
Performance
1 Week |
|
|
0.00% |
1 Month |
|
|
-0.20% |
3 Months |
|
|
-4.78% |
YTD |
|
|
+53.15% |
1 Year |
|
|
+20.12% |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
- |
- |
1M High / 1M Low: |
11.030 |
9.970 |
6M High / 6M Low: |
11.130 |
7.430 |
High (YTD): |
22/03/2024 |
11.870 |
Low (YTD): |
10/01/2024 |
6.240 |
52W High: |
22/03/2024 |
11.870 |
52W Low: |
10/01/2024 |
6.240 |
Avg. price 1W: |
|
- |
Avg. volume 1W: |
|
- |
Avg. price 1M: |
|
10.459 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
9.560 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
9.135 |
Avg. volume 1Y: |
|
0.000 |
Volatility 1M: |
|
47.90% |
Volatility 6M: |
|
64.64% |
Volatility 1Y: |
|
60.96% |
Volatility 3Y: |
|
- |