Soc. Generale Call 3300 AZO 17.01.2025
/ DE000SU2W8H4
Soc. Generale Call 3300 AZO 17.01.../ DE000SU2W8H4 /
08/10/2024 21:45:15 |
Chg.+0.090 |
Bid21:59:05 |
Ask21:59:05 |
Underlying |
Strike price |
Expiration date |
Option type |
1.080EUR |
+9.09% |
1.110 Bid Size: 2,800 |
1.210 Ask Size: 2,800 |
AutoZone Inc |
3,300.00 USD |
17/01/2025 |
Call |
Master data
WKN: |
SU2W8H |
Issuer: |
Société Générale |
Currency: |
EUR |
Underlying: |
AutoZone Inc |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
3,300.00 USD |
Maturity: |
17/01/2025 |
Issue date: |
29/11/2023 |
Last trading day: |
16/01/2025 |
Ratio: |
100:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
26.00 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.40 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.31 |
Historic volatility: |
0.19 |
Parity: |
-2.25 |
Time value: |
1.07 |
Break-even: |
3,114.00 |
Moneyness: |
0.93 |
Premium: |
0.12 |
Premium p.a.: |
0.50 |
Spread abs.: |
0.09 |
Spread %: |
9.18% |
Delta: |
0.37 |
Theta: |
-0.94 |
Omega: |
9.62 |
Rho: |
2.55 |
Quote data
Open: |
0.890 |
High: |
1.080 |
Low: |
0.870 |
Previous Close: |
0.990 |
Turnover: |
0.000 |
Market phase: |
CL |
All quotes in EUR
Performance
1 Week |
|
|
-22.30% |
1 Month |
|
|
-26.03% |
3 Months |
|
|
+36.71% |
YTD |
|
|
+45.95% |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
1.390 |
0.920 |
1M High / 1M Low: |
1.530 |
0.830 |
6M High / 6M Low: |
2.340 |
0.680 |
High (YTD): |
22/03/2024 |
3.090 |
Low (YTD): |
11/01/2024 |
0.670 |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
1.076 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
1.238 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
1.377 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
223.76% |
Volatility 6M: |
|
173.26% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |