Soc. Generale Call 2300 AZO 19.06.2026
/ DE000SU6FRR7
Soc. Generale Call 2300 AZO 19.06.../ DE000SU6FRR7 /
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: |
|
- |