Soc. Generale Call 2400 AZO 17.01.2025
/ DE000SQ60U45
Soc. Generale Call 2400 AZO 17.01.../ DE000SQ60U45 /
| 2024-07-26 8:46:28 AM |
Chg.+0.67 |
Bid10:00:35 PM |
Ask10:00:35 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 6.31EUR |
+11.88% |
-
Bid Size: - |
-
Ask Size: - |
AutoZone Inc |
2,400.00 USD |
2025-01-17 |
Call |
Master data
| WKN: |
SQ60U4 |
| Issuer: |
Société Générale |
| Currency: |
EUR |
| Underlying: |
AutoZone Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
2,400.00 USD |
| Maturity: |
2025-01-17 |
| Issue date: |
2023-01-05 |
| Last trading day: |
2025-01-16 |
| Ratio: |
100:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
4.14 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
6.76 |
| Intrinsic value: |
6.36 |
| Implied volatility: |
0.27 |
| Historic volatility: |
0.19 |
| Parity: |
6.36 |
| Time value: |
0.52 |
| Break-even: |
2,898.81 |
| Moneyness: |
1.29 |
| Premium: |
0.02 |
| Premium p.a.: |
0.04 |
| Spread abs.: |
-0.23 |
| Spread %: |
-3.23% |
| Delta: |
0.94 |
| Theta: |
-0.37 |
| Omega: |
3.89 |
| Rho: |
9.48 |
Quote data
| Open: |
6.31 |
| High: |
6.31 |
| Low: |
6.31 |
| Previous Close: |
5.64 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+15.57% |
| 1 Month |
|
|
+8.05% |
| 3 Months |
|
|
+0.48% |
| YTD |
|
|
+61.38% |
| 1 Year |
|
|
+47.09% |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
6.31 |
5.38 |
| 1M High / 1M Low: |
6.31 |
4.70 |
| 6M High / 6M Low: |
8.93 |
4.44 |
| High (YTD): |
2024-03-25 |
8.93 |
| Low (YTD): |
2024-01-09 |
3.73 |
| 52W High: |
2024-03-25 |
8.93 |
| 52W Low: |
2024-01-09 |
3.73 |
| Avg. price 1W: |
|
5.72 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
5.37 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
6.03 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
5.34 |
| Avg. volume 1Y: |
|
1.57 |
| Volatility 1M: |
|
91.79% |
| Volatility 6M: |
|
92.51% |
| Volatility 1Y: |
|
83.94% |
| Volatility 3Y: |
|
- |
