Soc. Generale Call 2750 AZO 17.01.2025
/ DE000SQ60VB1
Soc. Generale Call 2750 AZO 17.01.../ DE000SQ60VB1 /
20/09/2024 12:27:06 |
Chg.-0.160 |
Bid13:02:04 |
Ask13:02:04 |
Underlying |
Strike price |
Expiration date |
Option type |
3.540EUR |
-4.32% |
3.530 Bid Size: 1,000 |
3.960 Ask Size: 1,000 |
AutoZone Inc |
2,750.00 USD |
17/01/2025 |
Call |
Master data
WKN: |
SQ60VB |
Issuer: |
Société Générale |
Currency: |
EUR |
Underlying: |
AutoZone Inc |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
2,750.00 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: |
7.15 |
Leverage: |
Yes |
Calculated values
Fair value: |
3.06 |
Intrinsic value: |
2.60 |
Implied volatility: |
0.35 |
Historic volatility: |
0.18 |
Parity: |
2.60 |
Time value: |
1.21 |
Break-even: |
2,845.28 |
Moneyness: |
1.11 |
Premium: |
0.04 |
Premium p.a.: |
0.14 |
Spread abs.: |
0.19 |
Spread %: |
5.25% |
Delta: |
0.74 |
Theta: |
-0.89 |
Omega: |
5.32 |
Rho: |
5.36 |
Quote data
Open: |
3.440 |
High: |
3.540 |
Low: |
3.440 |
Previous Close: |
3.700 |
Turnover: |
0.000 |
Market phase: |
PRE CALL |
All quotes in EUR
Performance
1 Week |
|
|
-18.43% |
1 Month |
|
|
-27.90% |
3 Months |
|
|
-13.02% |
YTD |
|
|
+60.18% |
1 Year |
|
|
+8.92% |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
4.340 |
3.700 |
1M High / 1M Low: |
5.180 |
3.700 |
6M High / 6M Low: |
6.330 |
2.480 |
High (YTD): |
22/03/2024 |
6.330 |
Low (YTD): |
10/01/2024 |
2.040 |
52W High: |
22/03/2024 |
6.330 |
52W Low: |
10/01/2024 |
2.040 |
Avg. price 1W: |
|
4.058 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
4.531 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
4.105 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
3.686 |
Avg. volume 1Y: |
|
2.070 |
Volatility 1M: |
|
62.86% |
Volatility 6M: |
|
103.91% |
Volatility 1Y: |
|
104.28% |
Volatility 3Y: |
|
- |