Soc. Generale Call 2750 AZO 17.01.2025
/ DE000SQ60VB1
Soc. Generale Call 2750 AZO 17.01.../ DE000SQ60VB1 /
09/10/2024 08:48:31 |
Chg.+0.32 |
Bid12:56:15 |
Ask12:56:15 |
Underlying |
Strike price |
Expiration date |
Option type |
3.81EUR |
+9.17% |
3.83 Bid Size: 1,000 |
4.29 Ask Size: 1,000 |
AutoZone Inc |
2,750.00 USD |
17/01/2025 |
Call |
Master data
WKN: |
SQ60VB |
Issuer: |
Société Générale |
Currency: |
EUR |
Underlying: |
AutoZone Inc |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
2,750.00 USD |
Maturity: |
17/01/2025 |
Issue date: |
05/01/2023 |
Last trading day: |
16/01/2025 |
Ratio: |
100:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
6.75 |
Leverage: |
Yes |
Calculated values
Fair value: |
3.54 |
Intrinsic value: |
3.21 |
Implied volatility: |
0.37 |
Historic volatility: |
0.19 |
Parity: |
3.21 |
Time value: |
0.98 |
Break-even: |
2,924.56 |
Moneyness: |
1.13 |
Premium: |
0.03 |
Premium p.a.: |
0.13 |
Spread abs.: |
0.20 |
Spread %: |
5.01% |
Delta: |
0.78 |
Theta: |
-0.97 |
Omega: |
5.26 |
Rho: |
4.89 |
Quote data
Open: |
3.81 |
High: |
3.81 |
Low: |
3.81 |
Previous Close: |
3.49 |
Turnover: |
- |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
-12.41% |
1 Month |
|
|
-5.93% |
3 Months |
|
|
+44.32% |
YTD |
|
|
+73.97% |
1 Year |
|
|
+17.59% |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
4.35 |
3.42 |
1M High / 1M Low: |
4.53 |
2.92 |
6M High / 6M Low: |
5.03 |
2.31 |
High (YTD): |
25/03/2024 |
6.37 |
Low (YTD): |
11/01/2024 |
2.06 |
52W High: |
25/03/2024 |
6.37 |
52W Low: |
11/01/2024 |
2.06 |
Avg. price 1W: |
|
3.70 |
Avg. volume 1W: |
|
0.00 |
Avg. price 1M: |
|
3.87 |
Avg. volume 1M: |
|
0.00 |
Avg. price 6M: |
|
3.75 |
Avg. volume 6M: |
|
0.00 |
Avg. price 1Y: |
|
3.61 |
Avg. volume 1Y: |
|
0.00 |
Volatility 1M: |
|
163.46% |
Volatility 6M: |
|
125.95% |
Volatility 1Y: |
|
123.17% |
Volatility 3Y: |
|
- |