Soc. Generale Call 2850 AZO 17.01.2025
/ DE000SQ60VD7
Soc. Generale Call 2850 AZO 17.01.../ DE000SQ60VD7 /
9/6/2024 1:05:38 PM |
Chg.-0.030 |
Bid1:16:24 PM |
Ask1:16:24 PM |
Underlying |
Strike price |
Expiration date |
Option type |
3.790EUR |
-0.79% |
3.800 Bid Size: 1,000 |
4.230 Ask Size: 1,000 |
AutoZone Inc |
2,850.00 USD |
1/17/2025 |
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: |
1/17/2025 |
Issue date: |
1/5/2023 |
Last trading day: |
1/16/2025 |
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): |
3/22/2024 |
5.570 |
Low (YTD): |
1/10/2024 |
1.670 |
52W High: |
3/22/2024 |
5.570 |
52W Low: |
1/10/2024 |
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: |
|
- |