Soc. Generale Call 2500 AZO 20.12.2024
/ DE000SQ60US7
Soc. Generale Call 2500 AZO 20.12.../ DE000SQ60US7 /
2024-07-08 9:45:17 PM |
Chg.+0.120 |
Bid9:59:51 PM |
Ask9:59:51 PM |
Underlying |
Strike price |
Expiration date |
Option type |
4.180EUR |
+2.96% |
4.200 Bid Size: 1,000 |
4.340 Ask Size: 1,000 |
AutoZone Inc |
2,500.00 USD |
2024-12-20 |
Call |
Master data
WKN: |
SQ60US |
Issuer: |
Société Générale |
Currency: |
EUR |
Underlying: |
AutoZone Inc |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
2,500.00 USD |
Maturity: |
2024-12-20 |
Issue date: |
2023-01-05 |
Last trading day: |
2024-12-19 |
Ratio: |
100:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
6.21 |
Leverage: |
Yes |
Calculated values
Fair value: |
3.52 |
Intrinsic value: |
2.91 |
Implied volatility: |
0.33 |
Historic volatility: |
0.19 |
Parity: |
2.91 |
Time value: |
1.28 |
Break-even: |
2,728.31 |
Moneyness: |
1.13 |
Premium: |
0.05 |
Premium p.a.: |
0.11 |
Spread abs.: |
0.14 |
Spread %: |
3.46% |
Delta: |
0.76 |
Theta: |
-0.70 |
Omega: |
4.74 |
Rho: |
7.08 |
Quote data
Open: |
3.800 |
High: |
4.240 |
Low: |
3.800 |
Previous Close: |
4.060 |
Turnover: |
0.000 |
Market phase: |
CL |
All quotes in EUR
Performance
1 Week |
|
|
-0.48% |
1 Month |
|
|
+2.45% |
3 Months |
|
|
-37.61% |
YTD |
|
|
+28.22% |
1 Year |
|
|
+10.29% |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
4.470 |
4.040 |
1M High / 1M Low: |
5.650 |
3.940 |
6M High / 6M Low: |
7.850 |
3.020 |
High (YTD): |
2024-03-22 |
7.850 |
Low (YTD): |
2024-01-10 |
3.020 |
52W High: |
2024-03-22 |
7.850 |
52W Low: |
2024-01-10 |
3.020 |
Avg. price 1W: |
|
4.174 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
4.702 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
5.245 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
4.600 |
Avg. volume 1Y: |
|
0.000 |
Volatility 1M: |
|
137.63% |
Volatility 6M: |
|
100.21% |
Volatility 1Y: |
|
89.63% |
Volatility 3Y: |
|
- |