Soc. Generale Call 2500 AZO 20.12.2024
/ DE000SQ60US7
Soc. Generale Call 2500 AZO 20.12.../ DE000SQ60US7 /
| 2024-07-12 8:44:58 AM |
Chg.+0.22 |
Bid10:00:33 PM |
Ask10:00:33 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 4.35EUR |
+5.33% |
-
Bid Size: - |
-
Ask Size: - |
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: |
5.68 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
4.03 |
| Intrinsic value: |
3.51 |
| Implied volatility: |
0.34 |
| Historic volatility: |
0.19 |
| Parity: |
3.51 |
| Time value: |
1.16 |
| Break-even: |
2,766.06 |
| Moneyness: |
1.15 |
| Premium: |
0.04 |
| Premium p.a.: |
0.10 |
| Spread abs.: |
0.12 |
| Spread %: |
2.64% |
| Delta: |
0.79 |
| Theta: |
-0.70 |
| Omega: |
4.49 |
| Rho: |
7.19 |
Quote data
| Open: |
4.35 |
| High: |
4.35 |
| Low: |
4.35 |
| Previous Close: |
4.13 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+7.94% |
| 1 Month |
|
|
+10.97% |
| 3 Months |
|
|
-28.22% |
| YTD |
|
|
+34.67% |
| 1 Year |
|
|
+1.40% |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
4.13 |
3.82 |
| 1M High / 1M Low: |
5.30 |
3.82 |
| 6M High / 6M Low: |
7.97 |
3.19 |
| High (YTD): |
2024-03-25 |
7.97 |
| Low (YTD): |
2024-01-09 |
3.04 |
| 52W High: |
2024-03-25 |
7.97 |
| 52W Low: |
2024-01-09 |
3.04 |
| Avg. price 1W: |
|
3.96 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
4.45 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
5.12 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
4.52 |
| Avg. volume 1Y: |
|
0.00 |
| Volatility 1M: |
|
127.40% |
| Volatility 6M: |
|
109.36% |
| Volatility 1Y: |
|
94.66% |
| Volatility 3Y: |
|
- |
