Soc. Generale Call 2750 AZO 17.01.2025
/ DE000SQ60VB1
Soc. Generale Call 2750 AZO 17.01.../ DE000SQ60VB1 /
14/08/2024 08:47:44 |
Chg.-0.02 |
Bid22:00:36 |
Ask22:00:36 |
Underlying |
Strike price |
Expiration date |
Option type |
4.67EUR |
-0.43% |
- Bid Size: - |
- Ask Size: - |
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: |
5.62 |
Leverage: |
Yes |
Calculated values
Fair value: |
4.25 |
Intrinsic value: |
3.69 |
Implied volatility: |
0.37 |
Historic volatility: |
0.19 |
Parity: |
3.69 |
Time value: |
1.42 |
Break-even: |
3,011.91 |
Moneyness: |
1.15 |
Premium: |
0.05 |
Premium p.a.: |
0.12 |
Spread abs.: |
0.25 |
Spread %: |
5.14% |
Delta: |
0.77 |
Theta: |
-0.84 |
Omega: |
4.35 |
Rho: |
7.31 |
Quote data
Open: |
4.67 |
High: |
4.67 |
Low: |
4.67 |
Previous Close: |
4.69 |
Turnover: |
0.00 |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
+0.86% |
1 Month |
|
|
+60.48% |
3 Months |
|
|
+23.55% |
YTD |
|
|
+113.24% |
1 Year |
|
|
+64.44% |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
4.81 |
4.14 |
1M High / 1M Low: |
4.81 |
3.13 |
6M High / 6M Low: |
6.37 |
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: |
|
4.55 |
Avg. volume 1W: |
|
0.00 |
Avg. price 1M: |
|
4.00 |
Avg. volume 1M: |
|
0.00 |
Avg. price 6M: |
|
3.90 |
Avg. volume 6M: |
|
0.00 |
Avg. price 1Y: |
|
3.42 |
Avg. volume 1Y: |
|
0.00 |
Volatility 1M: |
|
118.93% |
Volatility 6M: |
|
133.49% |
Volatility 1Y: |
|
117.24% |
Volatility 3Y: |
|
- |