Soc. Generale Call 2300 AZO 19.06.2026
/ DE000SU6FRR7
Soc. Generale Call 2300 AZO 19.06.../ DE000SU6FRR7 /
2024-09-23 1:14:17 PM |
Chg.-0.050 |
Bid1:39:15 PM |
Ask1:39:15 PM |
Underlying |
Strike price |
Expiration date |
Option type |
8.630EUR |
-0.58% |
8.640 Bid Size: 1,000 |
9.160 Ask Size: 1,000 |
AutoZone Inc |
2,300.00 USD |
2026-06-19 |
Call |
Master data
WKN: |
SU6FRR |
Issuer: |
Société Générale |
Currency: |
EUR |
Underlying: |
AutoZone Inc |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
2,300.00 USD |
Maturity: |
2026-06-19 |
Issue date: |
2024-01-02 |
Last trading day: |
2026-06-18 |
Ratio: |
100:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
3.03 |
Leverage: |
Yes |
Calculated values
Fair value: |
7.84 |
Intrinsic value: |
6.46 |
Implied volatility: |
0.33 |
Historic volatility: |
0.18 |
Parity: |
6.46 |
Time value: |
2.47 |
Break-even: |
2,954.07 |
Moneyness: |
1.31 |
Premium: |
0.09 |
Premium p.a.: |
0.05 |
Spread abs.: |
0.22 |
Spread %: |
2.53% |
Delta: |
0.84 |
Theta: |
-0.36 |
Omega: |
2.53 |
Rho: |
23.75 |
Quote data
Open: |
8.500 |
High: |
8.630 |
Low: |
8.500 |
Previous Close: |
8.680 |
Turnover: |
0.000 |
Market phase: |
PRE CALL |
All quotes in EUR
Performance
1 Week |
|
|
-9.63% |
1 Month |
|
|
-12.12% |
3 Months |
|
|
-9.92% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
9.550 |
8.680 |
1M High / 1M Low: |
10.520 |
8.680 |
6M High / 6M Low: |
11.640 |
7.680 |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
9.150 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
9.783 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
9.484 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
28.56% |
Volatility 6M: |
|
48.62% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |