Soc. Generale Call 2200 AZO 20.12.2024
/ DE000SQ61UH8
Soc. Generale Call 2200 AZO 20.12.../ DE000SQ61UH8 /
07/06/2024 21:48:46 |
Chg.+0.340 |
Bid21:59:25 |
Ask- |
Underlying |
Strike price |
Expiration date |
Option type |
6.370EUR |
+5.64% |
6.370 Bid Size: 500 |
- Ask Size: - |
AutoZone Inc |
2,200.00 USD |
20/12/2024 |
Call |
Master data
WKN: |
SQ61UH |
Issuer: |
Société Générale |
Currency: |
EUR |
Underlying: |
AutoZone Inc |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
2,200.00 USD |
Maturity: |
20/12/2024 |
Issue date: |
05/01/2023 |
Last trading day: |
19/12/2024 |
Ratio: |
100:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
4.06 |
Leverage: |
Yes |
Calculated values
Fair value: |
5.99 |
Intrinsic value: |
5.56 |
Implied volatility: |
0.34 |
Historic volatility: |
0.19 |
Parity: |
5.56 |
Time value: |
0.82 |
Break-even: |
2,674.74 |
Moneyness: |
1.27 |
Premium: |
0.03 |
Premium p.a.: |
0.06 |
Spread abs.: |
0.00 |
Spread %: |
0.00% |
Delta: |
0.88 |
Theta: |
-0.49 |
Omega: |
3.58 |
Rho: |
8.79 |
Quote data
Open: |
5.590 |
High: |
6.400 |
Low: |
5.590 |
Previous Close: |
6.030 |
Turnover: |
0.000 |
Market phase: |
CL |
All quotes in EUR
Performance
1 Week |
|
|
+4.60% |
1 Month |
|
|
-19.97% |
3 Months |
|
|
-29.38% |
YTD |
|
|
+24.66% |
1 Year |
|
|
+35.82% |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
6.370 |
5.940 |
1M High / 1M Low: |
8.130 |
5.940 |
6M High / 6M Low: |
10.190 |
4.840 |
High (YTD): |
22/03/2024 |
10.190 |
Low (YTD): |
10/01/2024 |
4.840 |
52W High: |
22/03/2024 |
10.190 |
52W Low: |
08/06/2023 |
4.690 |
Avg. price 1W: |
|
6.144 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
6.795 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
7.259 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
6.468 |
Avg. volume 1Y: |
|
0.000 |
Volatility 1M: |
|
70.52% |
Volatility 6M: |
|
69.02% |
Volatility 1Y: |
|
67.89% |
Volatility 3Y: |
|
- |