Soc. Generale Call 2600 AZO 20.09.2024
/ DE000SQ8JRR1
Soc. Generale Call 2600 AZO 20.09.../ DE000SQ8JRR1 /
2024-07-04 4:44:06 PM |
Chg.-0.070 |
Bid5:42:08 PM |
Ask5:42:08 PM |
Underlying |
Strike price |
Expiration date |
Option type |
2.570EUR |
-2.65% |
2.610 Bid Size: 1,200 |
3.060 Ask Size: 1,200 |
AutoZone Inc |
2,600.00 USD |
2024-09-20 |
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: |
2024-09-20 |
Issue date: |
2023-02-01 |
Last trading day: |
2024-09-19 |
Ratio: |
100:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
8.82 |
Leverage: |
Yes |
Calculated values
Fair value: |
2.61 |
Intrinsic value: |
2.27 |
Implied volatility: |
0.31 |
Historic volatility: |
0.19 |
Parity: |
2.27 |
Time value: |
0.72 |
Break-even: |
2,708.39 |
Moneyness: |
1.09 |
Premium: |
0.03 |
Premium p.a.: |
0.13 |
Spread abs.: |
0.14 |
Spread %: |
4.91% |
Delta: |
0.77 |
Theta: |
-0.91 |
Omega: |
6.82 |
Rho: |
3.72 |
Quote data
Open: |
2.630 |
High: |
2.690 |
Low: |
2.570 |
Previous Close: |
2.640 |
Turnover: |
0.000 |
Market phase: |
PRE CALL |
All quotes in EUR
Performance
1 Week |
|
|
-30.91% |
1 Month |
|
|
-2.28% |
3 Months |
|
|
-53.36% |
YTD |
|
|
+11.26% |
1 Year |
|
|
-8.21% |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
3.800 |
2.640 |
1M High / 1M Low: |
4.240 |
2.460 |
6M High / 6M Low: |
6.540 |
2.050 |
High (YTD): |
2024-03-22 |
6.540 |
Low (YTD): |
2024-01-10 |
2.050 |
52W High: |
2024-03-22 |
6.540 |
52W Low: |
2024-01-10 |
2.050 |
Avg. price 1W: |
|
3.200 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
3.206 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
3.947 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
3.455 |
Avg. volume 1Y: |
|
0.000 |
Volatility 1M: |
|
190.09% |
Volatility 6M: |
|
130.80% |
Volatility 1Y: |
|
114.67% |
Volatility 3Y: |
|
- |