Soc. Generale Call 2200 AZO 17.01.2025
/ DE000SQ61UL0
Soc. Generale Call 2200 AZO 17.01.../ DE000SQ61UL0 /
2024-07-10 3:52:58 PM |
Chg.+0.050 |
Bid4:12:38 PM |
Ask- |
Underlying |
Strike price |
Expiration date |
Option type |
6.530EUR |
+0.77% |
6.590 Bid Size: 10,000 |
- Ask Size: - |
AutoZone Inc |
2,200.00 USD |
2025-01-17 |
Call |
Master data
WKN: |
SQ61UL |
Issuer: |
Société Générale |
Currency: |
EUR |
Underlying: |
AutoZone Inc |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
2,200.00 USD |
Maturity: |
2025-01-17 |
Issue date: |
2023-01-05 |
Last trading day: |
2025-01-16 |
Ratio: |
100:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
4.01 |
Leverage: |
Yes |
Calculated values
Fair value: |
6.12 |
Intrinsic value: |
5.71 |
Implied volatility: |
0.34 |
Historic volatility: |
0.19 |
Parity: |
5.71 |
Time value: |
0.78 |
Break-even: |
2,683.34 |
Moneyness: |
1.28 |
Premium: |
0.03 |
Premium p.a.: |
0.06 |
Spread abs.: |
0.00 |
Spread %: |
0.00% |
Delta: |
0.89 |
Theta: |
-0.49 |
Omega: |
3.55 |
Rho: |
8.67 |
Quote data
Open: |
6.050 |
High: |
6.530 |
Low: |
6.030 |
Previous Close: |
6.480 |
Turnover: |
0.000 |
Market phase: |
PRE CALL |
All quotes in EUR
Performance
1 Week |
|
|
+4.15% |
1 Month |
|
|
+2.19% |
3 Months |
|
|
-26.63% |
YTD |
|
|
+24.86% |
1 Year |
|
|
+10.49% |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
6.570 |
6.220 |
1M High / 1M Low: |
8.220 |
6.220 |
6M High / 6M Low: |
10.320 |
4.970 |
High (YTD): |
2024-03-22 |
10.320 |
Low (YTD): |
2024-01-10 |
4.970 |
52W High: |
2024-03-22 |
10.320 |
52W Low: |
2024-01-10 |
4.970 |
Avg. price 1W: |
|
6.396 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
7.082 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
7.618 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
6.735 |
Avg. volume 1Y: |
|
.078 |
Volatility 1M: |
|
108.17% |
Volatility 6M: |
|
76.87% |
Volatility 1Y: |
|
69.85% |
Volatility 3Y: |
|
- |