Soc. Generale Call 3200 AZO 19.12.2025
/ DE000SU501Z9
Soc. Generale Call 3200 AZO 19.12.../ DE000SU501Z9 /
| 2024-07-12 9:44:47 PM |
Chg.+0.290 |
Bid9:59:25 PM |
Ask9:59:25 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.940EUR |
+10.94% |
2.890
Bid Size: 2,000 |
2.970
Ask Size: 2,000 |
AutoZone Inc |
3,200.00 USD |
2025-12-19 |
Call |
Master data
| WKN: |
SU501Z |
| Issuer: |
Société Générale |
| Currency: |
EUR |
| Underlying: |
AutoZone Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
3,200.00 USD |
| Maturity: |
2025-12-19 |
| Issue date: |
2023-12-19 |
| Last trading day: |
2025-12-18 |
| Ratio: |
100:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
9.60 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.80 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.26 |
| Historic volatility: |
0.19 |
| Parity: |
-2.93 |
| Time value: |
2.76 |
| Break-even: |
3,218.80 |
| Moneyness: |
0.90 |
| Premium: |
0.21 |
| Premium p.a.: |
0.14 |
| Spread abs.: |
0.08 |
| Spread %: |
2.99% |
| Delta: |
0.50 |
| Theta: |
-0.42 |
| Omega: |
4.77 |
| Rho: |
14.97 |
Quote data
| Open: |
2.560 |
| High: |
3.030 |
| Low: |
2.560 |
| Previous Close: |
2.650 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
+18.07% |
| 1 Month |
|
|
+23.01% |
| 3 Months |
|
|
-24.23% |
| YTD |
|
|
+47.74% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.650 |
2.460 |
| 1M High / 1M Low: |
3.360 |
2.360 |
| 6M High / 6M Low: |
5.420 |
1.970 |
| High (YTD): |
2024-03-22 |
5.420 |
| Low (YTD): |
2024-01-11 |
1.920 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
2.534 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
2.770 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
3.336 |
| Avg. volume 6M: |
|
4.969 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
137.92% |
| Volatility 6M: |
|
105.90% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
