Soc. Generale Call 3400 AZO 20.12.2024
/ DE000SQ84HY2
Soc. Generale Call 3400 AZO 20.12.../ DE000SQ84HY2 /
2024-07-29 9:37:03 PM |
Chg.-0.070 |
Bid9:59:20 PM |
Ask9:59:20 PM |
Underlying |
Strike price |
Expiration date |
Option type |
1.120EUR |
-5.88% |
1.120 Bid Size: 2,700 |
1.170 Ask Size: 2,700 |
AutoZone Inc |
3,400.00 USD |
2024-12-20 |
Call |
Master data
WKN: |
SQ84HY |
Issuer: |
Société Générale |
Currency: |
EUR |
Underlying: |
AutoZone Inc |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
3,400.00 USD |
Maturity: |
2024-12-20 |
Issue date: |
2023-02-15 |
Last trading day: |
2024-12-19 |
Ratio: |
100:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
22.60 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.53 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.31 |
Historic volatility: |
0.19 |
Parity: |
-2.85 |
Time value: |
1.26 |
Break-even: |
3,258.82 |
Moneyness: |
0.91 |
Premium: |
0.14 |
Premium p.a.: |
0.41 |
Spread abs.: |
0.06 |
Spread %: |
5.00% |
Delta: |
0.37 |
Theta: |
-0.81 |
Omega: |
8.39 |
Rho: |
3.67 |
Quote data
Open: |
1.100 |
High: |
1.120 |
Low: |
1.040 |
Previous Close: |
1.190 |
Turnover: |
0.000 |
Market phase: |
CL |
All quotes in EUR
Performance
1 Week |
|
|
+43.59% |
1 Month |
|
|
+38.27% |
3 Months |
|
|
-16.42% |
YTD |
|
|
+115.38% |
1 Year |
|
|
+31.76% |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
1.190 |
0.710 |
1M High / 1M Low: |
1.190 |
0.490 |
6M High / 6M Low: |
2.430 |
0.410 |
High (YTD): |
2024-03-22 |
2.430 |
Low (YTD): |
2024-06-06 |
0.410 |
52W High: |
2024-03-22 |
2.430 |
52W Low: |
2024-06-06 |
0.410 |
Avg. price 1W: |
|
0.894 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.694 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
1.107 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
0.992 |
Avg. volume 1Y: |
|
0.000 |
Volatility 1M: |
|
200.58% |
Volatility 6M: |
|
196.79% |
Volatility 1Y: |
|
168.25% |
Volatility 3Y: |
|
- |