Soc. Generale Call 2300 AZO 20.12.2024
/ DE000SQ60UN8
Soc. Generale Call 2300 AZO 20.12.../ DE000SQ60UN8 /
| 05/07/2024 08:48:18 |
Chg.-0.06 |
Bid22:00:32 |
Ask22:00:32 |
Underlying |
Strike price |
Expiration date |
Option type |
| 5.37EUR |
-1.10% |
-
Bid Size: - |
-
Ask Size: - |
AutoZone Inc |
2,300.00 USD |
20/12/2024 |
Call |
Master data
| WKN: |
SQ60UN |
| Issuer: |
Société Générale |
| Currency: |
EUR |
| Underlying: |
AutoZone Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
2,300.00 USD |
| Maturity: |
20/12/2024 |
| Issue date: |
05/01/2023 |
| Last trading day: |
19/12/2024 |
| Ratio: |
100:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
4.53 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
5.15 |
| Intrinsic value: |
4.75 |
| Implied volatility: |
0.37 |
| Historic volatility: |
0.19 |
| Parity: |
4.75 |
| Time value: |
0.98 |
| Break-even: |
2,694.88 |
| Moneyness: |
1.22 |
| Premium: |
0.04 |
| Premium p.a.: |
0.08 |
| Spread abs.: |
0.22 |
| Spread %: |
3.99% |
| Delta: |
0.84 |
| Theta: |
-0.64 |
| Omega: |
3.80 |
| Rho: |
7.35 |
Quote data
| Open: |
5.37 |
| High: |
5.37 |
| Low: |
5.37 |
| Previous Close: |
5.43 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-15.83% |
| 1 Month |
|
|
+6.55% |
| 3 Months |
|
|
-33.62% |
| YTD |
|
|
+21.49% |
| 1 Year |
|
|
+6.34% |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
6.40 |
5.37 |
| 1M High / 1M Low: |
6.76 |
4.93 |
| 6M High / 6M Low: |
9.58 |
4.21 |
| High (YTD): |
25/03/2024 |
9.58 |
| Low (YTD): |
09/01/2024 |
4.21 |
| 52W High: |
25/03/2024 |
9.58 |
| 52W Low: |
09/01/2024 |
4.21 |
| Avg. price 1W: |
|
5.66 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
5.79 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
6.47 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
5.79 |
| Avg. volume 1Y: |
|
0.00 |
| Volatility 1M: |
|
108.36% |
| Volatility 6M: |
|
89.66% |
| Volatility 1Y: |
|
79.73% |
| Volatility 3Y: |
|
- |
