Soc. Generale Call 2600 AZO 20.09.2024
/ DE000SQ8JRR1
Soc. Generale Call 2600 AZO 20.09.../ DE000SQ8JRR1 /
| 11/07/2024 21:50:17 |
Chg.+0.210 |
Bid21:59:10 |
Ask21:59:10 |
Underlying |
Strike price |
Expiration date |
Option type |
| 3.070EUR |
+7.34% |
3.130
Bid Size: 1,000 |
3.250
Ask Size: 1,000 |
AutoZone Inc |
2,600.00 USD |
20/09/2024 |
Call |
Master data
| WKN: |
SQ8JRR |
| Issuer: |
Société Générale |
| Currency: |
EUR |
| Underlying: |
AutoZone Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
2,600.00 USD |
| Maturity: |
20/09/2024 |
| Issue date: |
01/02/2023 |
| Last trading day: |
19/09/2024 |
| Ratio: |
100:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
8.56 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
2.65 |
| Intrinsic value: |
2.37 |
| Implied volatility: |
0.34 |
| Historic volatility: |
0.19 |
| Parity: |
2.37 |
| Time value: |
0.71 |
| Break-even: |
2,708.01 |
| Moneyness: |
1.10 |
| Premium: |
0.03 |
| Premium p.a.: |
0.15 |
| Spread abs.: |
0.14 |
| Spread %: |
4.76% |
| Delta: |
0.78 |
| Theta: |
-1.00 |
| Omega: |
6.64 |
| Rho: |
3.38 |
Quote data
| Open: |
2.720 |
| High: |
3.070 |
| Low: |
2.700 |
| Previous Close: |
2.860 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
+18.53% |
| 1 Month |
|
|
+13.70% |
| 3 Months |
|
|
-39.45% |
| YTD |
|
|
+32.90% |
| 1 Year |
|
|
-6.40% |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.860 |
2.590 |
| 1M High / 1M Low: |
4.240 |
2.590 |
| 6M High / 6M Low: |
6.540 |
2.080 |
| High (YTD): |
22/03/2024 |
6.540 |
| Low (YTD): |
10/01/2024 |
2.050 |
| 52W High: |
22/03/2024 |
6.540 |
| 52W Low: |
10/01/2024 |
2.050 |
| Avg. price 1W: |
|
2.704 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
3.237 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
3.968 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
3.450 |
| Avg. volume 1Y: |
|
0.000 |
| Volatility 1M: |
|
185.27% |
| Volatility 6M: |
|
130.68% |
| Volatility 1Y: |
|
114.17% |
| Volatility 3Y: |
|
- |
