Soc. Generale Call 2850 AZO 20.12.2024
/ DE000SQ60UZ2
Soc. Generale Call 2850 AZO 20.12.../ DE000SQ60UZ2 /
| 8/14/2024 8:47:44 AM |
Chg.-0.01 |
Bid10:00:36 PM |
Ask10:00:36 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 3.82EUR |
-0.26% |
-
Bid Size: - |
-
Ask Size: - |
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: |
6.77 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
3.35 |
| Intrinsic value: |
2.78 |
| Implied volatility: |
0.37 |
| Historic volatility: |
0.19 |
| Parity: |
2.78 |
| Time value: |
1.46 |
| Break-even: |
3,015.85 |
| Moneyness: |
1.11 |
| Premium: |
0.05 |
| Premium p.a.: |
0.15 |
| Spread abs.: |
0.24 |
| Spread %: |
6.00% |
| Delta: |
0.74 |
| Theta: |
-0.97 |
| Omega: |
4.99 |
| Rho: |
5.93 |
Quote data
| Open: |
3.82 |
| High: |
3.82 |
| Low: |
3.82 |
| Previous Close: |
3.83 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+0.26% |
| 1 Month |
|
|
+72.07% |
| 3 Months |
|
|
+26.07% |
| YTD |
|
|
+127.38% |
| 1 Year |
|
|
+63.95% |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
3.96 |
3.34 |
| 1M High / 1M Low: |
3.96 |
2.40 |
| 6M High / 6M Low: |
5.48 |
1.67 |
| High (YTD): |
3/25/2024 |
5.48 |
| Low (YTD): |
1/11/2024 |
1.56 |
| 52W High: |
3/25/2024 |
5.48 |
| 52W Low: |
1/11/2024 |
1.56 |
| Avg. price 1W: |
|
3.71 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
3.20 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
3.14 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
2.76 |
| Avg. volume 1Y: |
|
0.00 |
| Volatility 1M: |
|
135.91% |
| Volatility 6M: |
|
156.41% |
| Volatility 1Y: |
|
134.84% |
| Volatility 3Y: |
|
- |
