Soc. Generale Call 2400 AZO 20.03.2026
/ DE000SU5XX12
Soc. Generale Call 2400 AZO 20.03.../ DE000SU5XX12 /
2024-09-24 11:08:57 AM |
Chg.-0.050 |
Bid11:58:34 AM |
Ask11:58:34 AM |
Underlying |
Strike price |
Expiration date |
Option type |
7.960EUR |
-0.62% |
- Bid Size: - |
- Ask Size: - |
AutoZone Inc |
2,400.00 USD |
2026-03-20 |
Call |
Master data
WKN: |
SU5XX1 |
Issuer: |
Société Générale |
Currency: |
EUR |
Underlying: |
AutoZone Inc |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
2,400.00 USD |
Maturity: |
2026-03-20 |
Issue date: |
2023-12-18 |
Last trading day: |
2026-03-19 |
Ratio: |
100:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
3.33 |
Leverage: |
Yes |
Calculated values
Fair value: |
7.12 |
Intrinsic value: |
5.84 |
Implied volatility: |
0.34 |
Historic volatility: |
0.18 |
Parity: |
5.84 |
Time value: |
2.41 |
Break-even: |
2,985.02 |
Moneyness: |
1.27 |
Premium: |
0.09 |
Premium p.a.: |
0.06 |
Spread abs.: |
0.21 |
Spread %: |
2.61% |
Delta: |
0.82 |
Theta: |
-0.40 |
Omega: |
2.72 |
Rho: |
21.12 |
Quote data
Open: |
7.850 |
High: |
7.960 |
Low: |
7.810 |
Previous Close: |
8.010 |
Turnover: |
0.000 |
Market phase: |
PRE CALL |
All quotes in EUR
Performance
1 Week |
|
|
-4.78% |
1 Month |
|
|
-10.06% |
3 Months |
|
|
-5.24% |
YTD |
|
|
+42.40% |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
8.360 |
7.680 |
1M High / 1M Low: |
9.610 |
7.680 |
6M High / 6M Low: |
10.560 |
6.660 |
High (YTD): |
2024-03-22 |
10.770 |
Low (YTD): |
2024-01-10 |
5.460 |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
8.062 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
8.763 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
8.464 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
36.49% |
Volatility 6M: |
|
54.07% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |