Soc. Generale Call 2200 AZO 20.09.2024
/ DE000SQ8JRP5
Soc. Generale Call 2200 AZO 20.09.../ DE000SQ8JRP5 /
| 12/07/2024 08:37:13 |
Chg.+0.27 |
Bid18:23:37 |
Ask18:23:37 |
Underlying |
Strike price |
Expiration date |
Option type |
| 5.93EUR |
+4.77% |
6.82
Bid Size: 10,000 |
-
Ask Size: - |
AutoZone Inc |
2,200.00 USD |
20/09/2024 |
Call |
Master data
| WKN: |
SQ8JRP |
| Issuer: |
Société Générale |
| Currency: |
EUR |
| Underlying: |
AutoZone Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
2,200.00 USD |
| Maturity: |
20/09/2024 |
| Issue date: |
01/02/2023 |
| Last trading day: |
19/09/2024 |
| Ratio: |
100:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
4.12 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
6.41 |
| Intrinsic value: |
6.27 |
| Implied volatility: |
0.30 |
| Historic volatility: |
0.19 |
| Parity: |
6.27 |
| Time value: |
0.16 |
| Break-even: |
2,666.17 |
| Moneyness: |
1.31 |
| Premium: |
0.01 |
| Premium p.a.: |
0.03 |
| Spread abs.: |
0.00 |
| Spread %: |
0.00% |
| Delta: |
0.98 |
| Theta: |
-0.29 |
| Omega: |
4.06 |
| Rho: |
3.77 |
Quote data
| Open: |
5.93 |
| High: |
5.93 |
| Low: |
5.93 |
| Previous Close: |
5.66 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+8.01% |
| 1 Month |
|
|
+9.81% |
| 3 Months |
|
|
-22.18% |
| YTD |
|
|
+26.71% |
| 1 Year |
|
|
+5.52% |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
5.66 |
5.31 |
| 1M High / 1M Low: |
7.21 |
5.31 |
| 6M High / 6M Low: |
9.99 |
4.59 |
| High (YTD): |
25/03/2024 |
9.99 |
| Low (YTD): |
10/01/2024 |
4.39 |
| 52W High: |
25/03/2024 |
9.99 |
| 52W Low: |
10/01/2024 |
4.39 |
| Avg. price 1W: |
|
5.45 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
6.05 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
6.70 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
5.99 |
| Avg. volume 1Y: |
|
0.00 |
| Volatility 1M: |
|
126.36% |
| Volatility 6M: |
|
99.65% |
| Volatility 1Y: |
|
83.88% |
| Volatility 3Y: |
|
- |
