Soc. Generale Call 2300 AZO 20.03.../  DE000SU6FUD1  /

Frankfurt Zert./SG
2024-08-05  9:36:38 PM Chg.-0.120 Bid9:58:55 PM Ask9:58:55 PM Underlying Strike price Expiration date Option type
9.920EUR -1.20% 9.760
Bid Size: 1,000
9.910
Ask Size: 1,000
AutoZone Inc 2,300.00 USD 2026-03-20 Call
 

Master data

WKN: SU6FUD
Issuer: Société Générale
Currency: EUR
Underlying: AutoZone Inc
Type: Warrant
Option type: Call
Strike price: 2,300.00 USD
Maturity: 2026-03-20
Issue date: 2024-01-02
Last trading day: 2026-03-19
Ratio: 100:1
Exercise type: American
Quanto: No
Gearing: 2.82
Leverage: Yes

Calculated values

Fair value: 9.38
Intrinsic value: 8.04
Implied volatility: 0.34
Historic volatility: 0.19
Parity: 8.04
Time value: 2.29
Break-even: 3,140.96
Moneyness: 1.38
Premium: 0.08
Premium p.a.: 0.05
Spread abs.: 0.18
Spread %: 1.77%
Delta: 0.86
Theta: -0.38
Omega: 2.43
Rho: 24.00
 

Quote data

Open: 8.450
High: 10.300
Low: 8.450
Previous Close: 10.040
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week  
+3.87%
1 Month  
+29.00%
3 Months  
+8.18%
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 10.070 9.550
1M High / 1M Low: 10.070 7.680
6M High / 6M Low: 11.440 7.330
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   9.884
Avg. volume 1W:   0.000
Avg. price 1M:   8.800
Avg. volume 1M:   0.000
Avg. price 6M:   9.005
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   48.72%
Volatility 6M:   59.02%
Volatility 1Y:   -
Volatility 3Y:   -