Soc. Generale Call 2300 AZO 19.06.../  DE000SU6FRR7  /

Frankfurt Zert./SG
02/09/2024  17:01:44 Chg.-0.220 Bid17:53:31 Ask17:53:31 Underlying Strike price Expiration date Option type
10.020EUR -2.15% 10.110
Bid Size: 1,000
10.970
Ask Size: 1,000
AutoZone Inc 2,300.00 USD 19/06/2026 Call
 

Master data

WKN: SU6FRR
Issuer: Société Générale
Currency: EUR
Underlying: AutoZone Inc
Type: Warrant
Option type: Call
Strike price: 2,300.00 USD
Maturity: 19/06/2026
Issue date: 02/01/2024
Last trading day: 18/06/2026
Ratio: 100:1
Exercise type: American
Quanto: No
Gearing: 2.75
Leverage: Yes

Calculated values

Fair value: 9.45
Intrinsic value: 7.98
Implied volatility: 0.35
Historic volatility: 0.19
Parity: 7.98
Time value: 2.51
Break-even: 3,131.45
Moneyness: 1.38
Premium: 0.09
Premium p.a.: 0.05
Spread abs.: 0.20
Spread %: 1.94%
Delta: 0.86
Theta: -0.37
Omega: 2.36
Rho: 25.54
 

Quote data

Open: 9.930
High: 10.040
Low: 9.870
Previous Close: 10.240
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week
  -0.99%
1 Month
  -3.19%
3 Months  
+27.48%
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 10.520 10.120
1M High / 1M Low: 10.530 9.820
6M High / 6M Low: 11.800 7.680
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   10.308
Avg. volume 1W:   0.000
Avg. price 1M:   10.258
Avg. volume 1M:   0.000
Avg. price 6M:   9.646
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   39.31%
Volatility 6M:   49.61%
Volatility 1Y:   -
Volatility 3Y:   -