Soc. Generale Call 2850 AZO 17.01.2025
/ DE000SQ60VD7
Soc. Generale Call 2850 AZO 17.01.../ DE000SQ60VD7 /
| 06/09/2024 10:55:04 |
Chg.-0.030 |
Bid11:25:23 |
Ask11:25:23 |
Underlying |
Strike price |
Expiration date |
Option type |
| 3.790EUR |
-0.79% |
3.770
Bid Size: 1,000 |
4.200
Ask Size: 1,000 |
AutoZone Inc |
2,850.00 USD |
17/01/2025 |
Call |
Master data
| WKN: |
SQ60VD |
| Issuer: |
Société Générale |
| Currency: |
EUR |
| Underlying: |
AutoZone Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
2,850.00 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: |
7.05 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
3.21 |
| Intrinsic value: |
2.62 |
| Implied volatility: |
0.35 |
| Historic volatility: |
0.19 |
| Parity: |
2.62 |
| Time value: |
1.39 |
| Break-even: |
2,965.99 |
| Moneyness: |
1.10 |
| Premium: |
0.05 |
| Premium p.a.: |
0.14 |
| Spread abs.: |
0.19 |
| Spread %: |
4.97% |
| Delta: |
0.74 |
| Theta: |
-0.89 |
| Omega: |
5.19 |
| Rho: |
6.12 |
Quote data
| Open: |
3.650 |
| High: |
3.790 |
| Low: |
3.650 |
| Previous Close: |
3.820 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
-7.34% |
| 1 Month |
|
|
-11.45% |
| 3 Months |
|
|
+94.36% |
| YTD |
|
|
+109.39% |
| 1 Year |
|
|
+35.36% |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
4.090 |
3.800 |
| 1M High / 1M Low: |
4.470 |
3.800 |
| 6M High / 6M Low: |
5.570 |
1.910 |
| High (YTD): |
22/03/2024 |
5.570 |
| Low (YTD): |
10/01/2024 |
1.670 |
| 52W High: |
22/03/2024 |
5.570 |
| 52W Low: |
10/01/2024 |
1.670 |
| Avg. price 1W: |
|
3.944 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
4.128 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
3.500 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
3.062 |
| Avg. volume 1Y: |
|
1.563 |
| Volatility 1M: |
|
83.47% |
| Volatility 6M: |
|
117.95% |
| Volatility 1Y: |
|
118.39% |
| Volatility 3Y: |
|
- |
