Soc. Generale Call 2400 AZO 19.06.2026
/ DE000SU55SX3
Soc. Generale Call 2400 AZO 19.06.../ DE000SU55SX3 /
21/06/2024 21:48:49 |
Chg.-0.070 |
Bid21:59:39 |
Ask21:59:39 |
Underlying |
Strike price |
Expiration date |
Option type |
8.900EUR |
-0.78% |
8.890 Bid Size: 1,000 |
9.030 Ask Size: 1,000 |
AutoZone Inc |
2,400.00 USD |
19/06/2026 |
Call |
Master data
WKN: |
SU55SX |
Issuer: |
Société Générale |
Currency: |
EUR |
Underlying: |
AutoZone Inc |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
2,400.00 USD |
Maturity: |
19/06/2026 |
Issue date: |
21/12/2023 |
Last trading day: |
18/06/2026 |
Ratio: |
100:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
3.10 |
Leverage: |
Yes |
Calculated values
Fair value: |
7.52 |
Intrinsic value: |
5.52 |
Implied volatility: |
0.34 |
Historic volatility: |
0.19 |
Parity: |
5.52 |
Time value: |
3.50 |
Break-even: |
3,146.63 |
Moneyness: |
1.25 |
Premium: |
0.13 |
Premium p.a.: |
0.06 |
Spread abs.: |
0.14 |
Spread %: |
1.58% |
Delta: |
0.80 |
Theta: |
-0.39 |
Omega: |
2.48 |
Rho: |
26.62 |
Quote data
Open: |
8.720 |
High: |
9.230 |
Low: |
8.720 |
Previous Close: |
8.970 |
Turnover: |
0.000 |
Market phase: |
CL |
All quotes in EUR
Performance
1 Week |
|
|
+15.89% |
1 Month |
|
|
+20.76% |
3 Months |
|
|
-20.18% |
YTD |
|
|
+50.59% |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
8.970 |
8.190 |
1M High / 1M Low: |
8.970 |
7.060 |
6M High / 6M Low: |
11.150 |
5.770 |
High (YTD): |
22/03/2024 |
11.150 |
Low (YTD): |
10/01/2024 |
5.770 |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
8.656 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
7.641 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
8.349 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
63.01% |
Volatility 6M: |
|
58.21% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |