Soc. Generale Call 2700 AZO 17.01.2025
/ DE000SQ60VA3
Soc. Generale Call 2700 AZO 17.01.../ DE000SQ60VA3 /
7/25/2024 8:43:54 AM |
Chg.+0.25 |
Bid11:21:34 AM |
Ask11:21:34 AM |
Underlying |
Strike price |
Expiration date |
Option type |
3.45EUR |
+7.81% |
3.36 Bid Size: 1,000 |
3.78 Ask Size: 1,000 |
AutoZone Inc |
2,700.00 USD |
1/17/2025 |
Call |
Master data
WKN: |
SQ60VA |
Issuer: |
Société Générale |
Currency: |
EUR |
Underlying: |
AutoZone Inc |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
2,700.00 USD |
Maturity: |
1/17/2025 |
Issue date: |
1/5/2023 |
Last trading day: |
1/16/2025 |
Ratio: |
100:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
7.28 |
Leverage: |
Yes |
Calculated values
Fair value: |
3.08 |
Intrinsic value: |
2.23 |
Implied volatility: |
0.30 |
Historic volatility: |
0.19 |
Parity: |
2.23 |
Time value: |
1.50 |
Break-even: |
2,864.23 |
Moneyness: |
1.09 |
Premium: |
0.06 |
Premium p.a.: |
0.12 |
Spread abs.: |
0.11 |
Spread %: |
3.04% |
Delta: |
0.73 |
Theta: |
-0.69 |
Omega: |
5.28 |
Rho: |
7.70 |
Quote data
Open: |
3.45 |
High: |
3.45 |
Low: |
3.45 |
Previous Close: |
3.20 |
Turnover: |
- |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
-4.43% |
1 Month |
|
|
-9.92% |
3 Months |
|
|
-23.33% |
YTD |
|
|
+50.00% |
1 Year |
|
|
+15.38% |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
3.61 |
3.20 |
1M High / 1M Low: |
3.83 |
2.56 |
6M High / 6M Low: |
6.57 |
2.34 |
High (YTD): |
3/25/2024 |
6.57 |
Low (YTD): |
1/11/2024 |
2.10 |
52W High: |
3/25/2024 |
6.57 |
52W Low: |
1/11/2024 |
2.10 |
Avg. price 1W: |
|
3.40 |
Avg. volume 1W: |
|
0.00 |
Avg. price 1M: |
|
3.18 |
Avg. volume 1M: |
|
0.00 |
Avg. price 6M: |
|
3.87 |
Avg. volume 6M: |
|
19.41 |
Avg. price 1Y: |
|
3.47 |
Avg. volume 1Y: |
|
127.18 |
Volatility 1M: |
|
134.66% |
Volatility 6M: |
|
121.23% |
Volatility 1Y: |
|
107.76% |
Volatility 3Y: |
|
- |