Soc. Generale Call 3000 AZO 20.12.2024
/ DE000SQ61UJ4
Soc. Generale Call 3000 AZO 20.12.../ DE000SQ61UJ4 /
09/10/2024 21:41:00 |
Chg.+0.210 |
Bid21:59:57 |
Ask21:59:57 |
Underlying |
Strike price |
Expiration date |
Option type |
2.340EUR |
+9.86% |
2.420 Bid Size: 1,300 |
2.590 Ask Size: 1,300 |
AutoZone Inc |
3,000.00 USD |
20/12/2024 |
Call |
Master data
WKN: |
SQ61UJ |
Issuer: |
Société Générale |
Currency: |
EUR |
Underlying: |
AutoZone Inc |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
3,000.00 USD |
Maturity: |
20/12/2024 |
Issue date: |
05/01/2023 |
Last trading day: |
19/12/2024 |
Ratio: |
100:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
12.24 |
Leverage: |
Yes |
Calculated values
Fair value: |
1.57 |
Intrinsic value: |
0.93 |
Implied volatility: |
0.35 |
Historic volatility: |
0.19 |
Parity: |
0.93 |
Time value: |
1.38 |
Break-even: |
2,964.34 |
Moneyness: |
1.03 |
Premium: |
0.05 |
Premium p.a.: |
0.27 |
Spread abs.: |
0.16 |
Spread %: |
7.44% |
Delta: |
0.63 |
Theta: |
-1.28 |
Omega: |
7.73 |
Rho: |
3.07 |
Quote data
Open: |
1.990 |
High: |
2.420 |
Low: |
1.910 |
Previous Close: |
2.130 |
Turnover: |
0.000 |
Market phase: |
CL |
All quotes in EUR
Performance
1 Week |
|
|
+11.96% |
1 Month |
|
|
-11.03% |
3 Months |
|
|
+64.79% |
YTD |
|
|
+85.71% |
1 Year |
|
|
+11.96% |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
2.130 |
1.820 |
1M High / 1M Low: |
2.760 |
1.730 |
6M High / 6M Low: |
3.340 |
1.260 |
High (YTD): |
22/03/2024 |
4.490 |
Low (YTD): |
10/01/2024 |
1.120 |
52W High: |
22/03/2024 |
4.490 |
52W Low: |
10/01/2024 |
1.120 |
Avg. price 1W: |
|
1.988 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
2.283 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
2.342 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
2.295 |
Avg. volume 1Y: |
|
0.000 |
Volatility 1M: |
|
175.80% |
Volatility 6M: |
|
147.69% |
Volatility 1Y: |
|
139.95% |
Volatility 3Y: |
|
- |