Soc. Generale Call 3500 AZO 20.03.../  DE000SU5XX20  /

Frankfurt Zert./SG
7/29/2024  9:43:50 PM Chg.-0.080 Bid9:47:22 PM Ask9:47:22 PM Underlying Strike price Expiration date Option type
3.350EUR -2.33% 3.360
Bid Size: 25,000
3.440
Ask Size: 25,000
AutoZone Inc 3,500.00 USD 3/20/2026 Call
 

Master data

WKN: SU5XX2
Issuer: Société Générale
Currency: EUR
Underlying: AutoZone Inc
Type: Warrant
Option type: Call
Strike price: 3,500.00 USD
Maturity: 3/20/2026
Issue date: 12/18/2023
Last trading day: 3/19/2026
Ratio: 100:1
Exercise type: American
Quanto: No
Gearing: 8.07
Leverage: Yes

Calculated values

Fair value: 2.01
Intrinsic value: 0.00
Implied volatility: 0.30
Historic volatility: 0.19
Parity: -3.77
Time value: 3.53
Break-even: 3,577.96
Moneyness: 0.88
Premium: 0.26
Premium p.a.: 0.15
Spread abs.: 0.08
Spread %: 2.32%
Delta: 0.51
Theta: -0.47
Omega: 4.09
Rho: 17.89
 

Quote data

Open: 3.300
High: 3.380
Low: 3.190
Previous Close: 3.430
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week  
+20.07%
1 Month  
+25.94%
3 Months  
+7.03%
YTD  
+104.27%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 3.430 2.690
1M High / 1M Low: 3.430 2.090
6M High / 6M Low: 4.350 1.880
High (YTD): 3/22/2024 4.350
Low (YTD): 1/11/2024 1.590
52W High: - -
52W Low: - -
Avg. price 1W:   2.974
Avg. volume 1W:   0.000
Avg. price 1M:   2.563
Avg. volume 1M:   50
Avg. price 6M:   2.852
Avg. volume 6M:   19.685
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   91.10%
Volatility 6M:   102.31%
Volatility 1Y:   -
Volatility 3Y:   -