Soc. Generale Call 2900 AZO 20.03.2026
/ DE000SU5X6M4
Soc. Generale Call 2900 AZO 20.03.../ DE000SU5X6M4 /
9/2/2024 9:48:56 PM |
Chg.+0.010 |
Bid9/2/2024 |
Ask9/2/2024 |
Underlying |
Strike price |
Expiration date |
Option type |
6.090EUR |
+0.16% |
6.090 Bid Size: 1,000 |
6.620 Ask Size: 1,000 |
AutoZone Inc |
2,900.00 USD |
3/20/2026 |
Call |
Master data
WKN: |
SU5X6M |
Issuer: |
Société Générale |
Currency: |
EUR |
Underlying: |
AutoZone Inc |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
2,900.00 USD |
Maturity: |
3/20/2026 |
Issue date: |
12/18/2023 |
Last trading day: |
3/19/2026 |
Ratio: |
100:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
4.59 |
Leverage: |
Yes |
Calculated values
Fair value: |
4.98 |
Intrinsic value: |
2.55 |
Implied volatility: |
0.30 |
Historic volatility: |
0.19 |
Parity: |
2.55 |
Time value: |
3.73 |
Break-even: |
3,253.69 |
Moneyness: |
1.10 |
Premium: |
0.13 |
Premium p.a.: |
0.08 |
Spread abs.: |
0.12 |
Spread %: |
1.95% |
Delta: |
0.72 |
Theta: |
-0.47 |
Omega: |
3.30 |
Rho: |
22.34 |
Quote data
Open: |
5.940 |
High: |
6.090 |
Low: |
5.930 |
Previous Close: |
6.080 |
Turnover: |
0.000 |
Market phase: |
CL |
All quotes in EUR
Performance
1 Week |
|
|
+0.50% |
1 Month |
|
|
-0.33% |
3 Months |
|
|
+56.96% |
YTD |
|
|
+87.38% |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
6.410 |
6.060 |
1M High / 1M Low: |
6.410 |
5.800 |
6M High / 6M Low: |
7.460 |
3.710 |
High (YTD): |
3/22/2024 |
7.460 |
Low (YTD): |
1/10/2024 |
3.150 |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
6.212 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
6.145 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
5.468 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
54.41% |
Volatility 6M: |
|
73.61% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |