Soc. Generale Call 2900 AZO 17.01.2025
/ DE000SQ60VE5
Soc. Generale Call 2900 AZO 17.01.../ DE000SQ60VE5 /
| 2024-09-20 8:44:47 AM |
Chg.-0.26 |
Bid10:00:36 PM |
Ask10:00:36 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.56EUR |
-9.22% |
-
Bid Size: - |
-
Ask Size: - |
AutoZone Inc |
2,900.00 USD |
2025-01-17 |
Call |
Master data
| WKN: |
SQ60VE |
| Issuer: |
Société Générale |
| Currency: |
EUR |
| Underlying: |
AutoZone Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
2,900.00 USD |
| Maturity: |
2025-01-17 |
| Issue date: |
2023-01-05 |
| Last trading day: |
2025-01-16 |
| Ratio: |
100:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
9.95 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.89 |
| Intrinsic value: |
1.08 |
| Implied volatility: |
0.33 |
| Historic volatility: |
0.18 |
| Parity: |
1.08 |
| Time value: |
1.64 |
| Break-even: |
2,869.81 |
| Moneyness: |
1.04 |
| Premium: |
0.06 |
| Premium p.a.: |
0.20 |
| Spread abs.: |
0.16 |
| Spread %: |
6.25% |
| Delta: |
0.64 |
| Theta: |
-0.93 |
| Omega: |
6.41 |
| Rho: |
4.76 |
Quote data
| Open: |
2.56 |
| High: |
2.56 |
| Low: |
2.56 |
| Previous Close: |
2.82 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-19.75% |
| 1 Month |
|
|
-29.86% |
| 3 Months |
|
|
-13.51% |
| YTD |
|
|
+55.15% |
| 1 Year |
|
|
-0.78% |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
3.19 |
2.56 |
| 1M High / 1M Low: |
3.85 |
2.56 |
| 6M High / 6M Low: |
5.35 |
1.64 |
| High (YTD): |
2024-03-25 |
5.35 |
| Low (YTD): |
2024-01-11 |
1.54 |
| 52W High: |
2024-03-25 |
5.35 |
| 52W Low: |
2024-01-11 |
1.54 |
| Avg. price 1W: |
|
2.91 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
3.33 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
3.02 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
2.81 |
| Avg. volume 1Y: |
|
.52 |
| Volatility 1M: |
|
85.60% |
| Volatility 6M: |
|
128.47% |
| Volatility 1Y: |
|
125.03% |
| Volatility 3Y: |
|
- |
