Soc. Generale Call 2850 AZO 20.12.2024
/ DE000SQ60UZ2
Soc. Generale Call 2850 AZO 20.12.../ DE000SQ60UZ2 /
7/16/2024 12:09:49 PM |
Chg.-0.120 |
Bid12:18:55 PM |
Ask12:18:55 PM |
Underlying |
Strike price |
Expiration date |
Option type |
2.590EUR |
-4.43% |
2.610 Bid Size: 1,200 |
2.980 Ask Size: 1,200 |
AutoZone Inc |
2,850.00 USD |
12/20/2024 |
Call |
Master data
WKN: |
SQ60UZ |
Issuer: |
Société Générale |
Currency: |
EUR |
Underlying: |
AutoZone Inc |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
2,850.00 USD |
Maturity: |
12/20/2024 |
Issue date: |
1/5/2023 |
Last trading day: |
12/19/2024 |
Ratio: |
100:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
9.64 |
Leverage: |
Yes |
Calculated values
Fair value: |
2.02 |
Intrinsic value: |
0.84 |
Implied volatility: |
0.31 |
Historic volatility: |
0.19 |
Parity: |
0.84 |
Time value: |
1.96 |
Break-even: |
2,895.09 |
Moneyness: |
1.03 |
Premium: |
0.07 |
Premium p.a.: |
0.18 |
Spread abs.: |
0.10 |
Spread %: |
3.70% |
Delta: |
0.63 |
Theta: |
-0.80 |
Omega: |
6.08 |
Rho: |
6.12 |
Quote data
Open: |
2.510 |
High: |
2.590 |
Low: |
2.480 |
Previous Close: |
2.710 |
Turnover: |
0.000 |
Market phase: |
PRE CALL |
All quotes in EUR
Performance
1 Week |
|
|
+27.59% |
1 Month |
|
|
+19.35% |
3 Months |
|
|
-22.22% |
YTD |
|
|
+52.35% |
1 Year |
|
|
+0.39% |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
2.710 |
2.030 |
1M High / 1M Low: |
3.230 |
2.020 |
6M High / 6M Low: |
5.440 |
1.820 |
High (YTD): |
3/22/2024 |
5.440 |
Low (YTD): |
1/10/2024 |
1.540 |
52W High: |
3/22/2024 |
5.440 |
52W Low: |
1/10/2024 |
1.540 |
Avg. price 1W: |
|
2.380 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
2.540 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
3.157 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
2.734 |
Avg. volume 1Y: |
|
7.843 |
Volatility 1M: |
|
166.67% |
Volatility 6M: |
|
128.63% |
Volatility 1Y: |
|
116.85% |
Volatility 3Y: |
|
- |