Soc. Generale Call 2900 AZO 19.06.2026
/ DE000SU550E1
Soc. Generale Call 2900 AZO 19.06.../ DE000SU550E1 /
26/07/2024 16:56:40 |
Chg.+0.320 |
Bid26/07/2024 |
Ask26/07/2024 |
Underlying |
Strike price |
Expiration date |
Option type |
6.320EUR |
+5.33% |
6.320 Bid Size: 15,000 |
6.430 Ask Size: 15,000 |
AutoZone Inc |
2,900.00 USD |
19/06/2026 |
Call |
Master data
WKN: |
SU550E |
Issuer: |
Société Générale |
Currency: |
EUR |
Underlying: |
AutoZone Inc |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
2,900.00 USD |
Maturity: |
19/06/2026 |
Issue date: |
21/12/2023 |
Last trading day: |
18/06/2026 |
Ratio: |
100:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
4.56 |
Leverage: |
Yes |
Calculated values
Fair value: |
4.50 |
Intrinsic value: |
1.21 |
Implied volatility: |
0.31 |
Historic volatility: |
0.19 |
Parity: |
1.21 |
Time value: |
4.92 |
Break-even: |
3,285.47 |
Moneyness: |
1.05 |
Premium: |
0.18 |
Premium p.a.: |
0.09 |
Spread abs.: |
0.10 |
Spread %: |
1.66% |
Delta: |
0.68 |
Theta: |
-0.44 |
Omega: |
3.11 |
Rho: |
24.59 |
Quote data
Open: |
5.860 |
High: |
6.320 |
Low: |
5.770 |
Previous Close: |
6.000 |
Turnover: |
0.000 |
Market phase: |
PRE CALL |
All quotes in EUR
Performance
1 Week |
|
|
+15.75% |
1 Month |
|
|
+17.91% |
3 Months |
|
|
+2.76% |
YTD |
|
|
+76.54% |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
6.000 |
5.340 |
1M High / 1M Low: |
6.000 |
4.590 |
6M High / 6M Low: |
8.020 |
4.320 |
High (YTD): |
22/03/2024 |
8.020 |
Low (YTD): |
10/01/2024 |
3.470 |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
5.534 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
5.210 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
5.749 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
82.88% |
Volatility 6M: |
|
77.32% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |