Soc. Generale Call 2000 AZO 20.12.2024
/ DE000SQ76BV7
Soc. Generale Call 2000 AZO 20.12.../ DE000SQ76BV7 /
| 28/10/2024 09:24:34 |
Chg.- |
Bid22:00:37 |
Ask22:00:37 |
Underlying |
Strike price |
Expiration date |
Option type |
| 10.24EUR |
- |
-
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: |
2.92 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
9.57 |
| Intrinsic value: |
9.52 |
| Implied volatility: |
1.13 |
| Historic volatility: |
0.19 |
| Parity: |
9.52 |
| Time value: |
0.58 |
| Break-even: |
3,010.00 |
| Moneyness: |
1.48 |
| Premium: |
0.02 |
| Premium p.a.: |
0.23 |
| Spread abs.: |
0.00 |
| Spread %: |
0.00% |
| Delta: |
0.91 |
| Theta: |
-2.66 |
| Omega: |
2.65 |
| Rho: |
1.55 |
Quote data
| Open: |
10.24 |
| High: |
10.24 |
| Low: |
10.24 |
| Previous Close: |
10.41 |
| Turnover: |
0.00 |
| Market phase: |
SU |
All quotes in EUR
Performance
| 1 Week |
|
|
0.00% |
| 1 Month |
|
|
+2.71% |
| 3 Months |
|
|
-0.49% |
| YTD |
|
|
+58.51% |
| 1 Year |
|
|
+34.21% |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
- |
- |
| 1M High / 1M Low: |
11.05 |
9.97 |
| 6M High / 6M Low: |
11.05 |
6.92 |
| High (YTD): |
25/03/2024 |
12.06 |
| Low (YTD): |
10/01/2024 |
6.26 |
| 52W High: |
25/03/2024 |
12.06 |
| 52W Low: |
10/01/2024 |
6.26 |
| Avg. price 1W: |
|
- |
| Avg. volume 1W: |
|
- |
| Avg. price 1M: |
|
10.50 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
9.14 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
8.85 |
| Avg. volume 1Y: |
|
0.00 |
| Volatility 1M: |
|
42.01% |
| Volatility 6M: |
|
65.98% |
| Volatility 1Y: |
|
66.48% |
| Volatility 3Y: |
|
- |
