Soc. Generale Call 2450 AZO 17.01.2025
/ DE000SQ60U52
Soc. Generale Call 2450 AZO 17.01.../ DE000SQ60U52 /
| 16/05/2024 08:46:19 |
Chg.+0.06 |
Bid09:16:26 |
Ask09:16:26 |
Underlying |
Strike price |
Expiration date |
Option type |
| 5.61EUR |
+1.08% |
5.60
Bid Size: 750 |
6.19
Ask Size: 750 |
AutoZone Inc |
2,450.00 USD |
17/01/2025 |
Call |
Master data
| WKN: |
SQ60U5 |
| Issuer: |
Société Générale |
| Currency: |
EUR |
| Underlying: |
AutoZone Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
2,450.00 USD |
| Maturity: |
17/01/2025 |
| Issue date: |
05/01/2023 |
| Last trading day: |
16/01/2025 |
| Ratio: |
100:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
4.59 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
5.14 |
| Intrinsic value: |
4.36 |
| Implied volatility: |
0.34 |
| Historic volatility: |
0.20 |
| Parity: |
4.36 |
| Time value: |
1.53 |
| Break-even: |
2,854.60 |
| Moneyness: |
1.19 |
| Premium: |
0.06 |
| Premium p.a.: |
0.08 |
| Spread abs.: |
0.10 |
| Spread %: |
1.73% |
| Delta: |
0.80 |
| Theta: |
-0.59 |
| Omega: |
3.69 |
| Rho: |
10.72 |
Quote data
| Open: |
5.61 |
| High: |
5.61 |
| Low: |
5.61 |
| Previous Close: |
5.55 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-5.08% |
| 1 Month |
|
|
-3.11% |
| 3 Months |
|
|
+21.17% |
| YTD |
|
|
+54.12% |
| 1 Year |
|
|
-5.87% |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
6.09 |
5.55 |
| 1M High / 1M Low: |
6.43 |
5.55 |
| 6M High / 6M Low: |
8.55 |
3.47 |
| High (YTD): |
25/03/2024 |
8.55 |
| Low (YTD): |
09/01/2024 |
3.47 |
| 52W High: |
25/03/2024 |
8.55 |
| 52W Low: |
07/06/2023 |
3.31 |
| Avg. price 1W: |
|
5.86 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
6.03 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
5.49 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
4.91 |
| Avg. volume 1Y: |
|
0.00 |
| Volatility 1M: |
|
56.56% |
| Volatility 6M: |
|
90.07% |
| Volatility 1Y: |
|
85.04% |
| Volatility 3Y: |
|
- |
