Soc. Generale Call 3400 AZO 20.09.2024
/ DE000SQ84HX4
Soc. Generale Call 3400 AZO 20.09.../ DE000SQ84HX4 /
8/14/2024 10:13:20 AM |
Chg.-0.040 |
Bid9:59:55 PM |
Ask9:59:55 PM |
Underlying |
Strike price |
Expiration date |
Option type |
0.260EUR |
-13.33% |
0.370 Bid Size: 8,200 |
0.450 Ask Size: 8,200 |
AutoZone Inc |
3,400.00 USD |
9/20/2024 |
Call |
Master data
WKN: |
SQ84HX |
Issuer: |
Société Générale |
Currency: |
EUR |
Underlying: |
AutoZone Inc |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
3,400.00 USD |
Maturity: |
9/20/2024 |
Issue date: |
2/15/2023 |
Last trading day: |
9/19/2024 |
Ratio: |
100:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
77.57 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.11 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.30 |
Historic volatility: |
0.19 |
Parity: |
-2.22 |
Time value: |
0.37 |
Break-even: |
3,129.03 |
Moneyness: |
0.93 |
Premium: |
0.09 |
Premium p.a.: |
1.34 |
Spread abs.: |
0.07 |
Spread %: |
23.33% |
Delta: |
0.24 |
Theta: |
-1.21 |
Omega: |
18.75 |
Rho: |
0.67 |
Quote data
Open: |
0.260 |
High: |
0.260 |
Low: |
0.260 |
Previous Close: |
0.300 |
Turnover: |
0.000 |
Market phase: |
CL |
All quotes in EUR
Performance
1 Week |
|
|
-21.21% |
1 Month |
|
|
+52.94% |
3 Months |
|
|
-52.73% |
YTD |
|
|
-10.34% |
1 Year |
|
|
-57.38% |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.420 |
0.300 |
1M High / 1M Low: |
0.480 |
0.160 |
6M High / 6M Low: |
1.680 |
0.090 |
High (YTD): |
3/22/2024 |
1.680 |
Low (YTD): |
7/4/2024 |
0.090 |
52W High: |
3/22/2024 |
1.680 |
52W Low: |
7/4/2024 |
0.090 |
Avg. price 1W: |
|
0.338 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.305 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
0.579 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
0.572 |
Avg. volume 1Y: |
|
0.000 |
Volatility 1M: |
|
381.48% |
Volatility 6M: |
|
349.34% |
Volatility 1Y: |
|
276.88% |
Volatility 3Y: |
|
- |