Soc. Generale Call 2450 AZO 17.01.2025
/ DE000SQ60U52
Soc. Generale Call 2450 AZO 17.01.../ DE000SQ60U52 /
| 5/15/2024 8:47:52 AM |
Chg.-0.20 |
Bid9:51:10 PM |
Ask9:51:10 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 5.55EUR |
-3.48% |
5.86
Bid Size: 15,000 |
5.96
Ask Size: 15,000 |
AutoZone Inc |
2,450.00 USD |
1/17/2025 |
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: |
1/17/2025 |
| Issue date: |
1/5/2023 |
| Last trading day: |
1/16/2025 |
| 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: |
5.55 |
| High: |
5.55 |
| Low: |
5.55 |
| Previous Close: |
5.75 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-9.31% |
| 1 Month |
|
|
-13.15% |
| 3 Months |
|
|
+18.09% |
| YTD |
|
|
+52.47% |
| 1 Year |
|
|
-9.02% |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
6.12 |
5.75 |
| 1M High / 1M Low: |
6.43 |
5.75 |
| 6M High / 6M Low: |
8.55 |
3.47 |
| High (YTD): |
3/25/2024 |
8.55 |
| Low (YTD): |
1/9/2024 |
3.47 |
| 52W High: |
3/25/2024 |
8.55 |
| 52W Low: |
6/7/2023 |
3.31 |
| Avg. price 1W: |
|
5.98 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
6.07 |
| 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: |
|
64.10% |
| Volatility 6M: |
|
90.36% |
| Volatility 1Y: |
|
85.00% |
| Volatility 3Y: |
|
- |
