Soc. Generale Call 3000 AZO 19.12.2025
/ DE000SU501Y2
Soc. Generale Call 3000 AZO 19.12.../ DE000SU501Y2 /
| 2024-06-21 5:56:58 PM |
Chg.0.000 |
Bid6:47:49 PM |
Ask6:47:49 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 4.310EUR |
0.00% |
4.260
Bid Size: 20,000 |
4.370
Ask Size: 20,000 |
AutoZone Inc |
3,000.00 USD |
2025-12-19 |
Call |
Master data
| WKN: |
SU501Y |
| Issuer: |
Société Générale |
| Currency: |
EUR |
| Underlying: |
AutoZone Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
3,000.00 USD |
| Maturity: |
2025-12-19 |
| Issue date: |
2023-12-19 |
| Last trading day: |
2025-12-18 |
| Ratio: |
100:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
6.36 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
3.36 |
| Intrinsic value: |
0.08 |
| Implied volatility: |
0.27 |
| Historic volatility: |
0.19 |
| Parity: |
0.08 |
| Time value: |
4.34 |
| Break-even: |
3,244.19 |
| Moneyness: |
1.00 |
| Premium: |
0.15 |
| Premium p.a.: |
0.10 |
| Spread abs.: |
0.11 |
| Spread %: |
2.55% |
| Delta: |
0.63 |
| Theta: |
-0.45 |
| Omega: |
4.02 |
| Rho: |
19.95 |
Quote data
| Open: |
4.110 |
| High: |
4.410 |
| Low: |
4.110 |
| Previous Close: |
4.310 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
+32.21% |
| 1 Month |
|
|
+32.62% |
| 3 Months |
|
|
-29.80% |
| YTD |
|
|
+67.70% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
4.310 |
3.260 |
| 1M High / 1M Low: |
4.310 |
2.820 |
| 6M High / 6M Low: |
6.300 |
2.460 |
| High (YTD): |
2024-03-22 |
6.300 |
| Low (YTD): |
2024-01-10 |
2.460 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
3.814 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
3.216 |
| Avg. volume 1M: |
|
27.174 |
| Avg. price 6M: |
|
4.041 |
| Avg. volume 6M: |
|
5 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
113.44% |
| Volatility 6M: |
|
93.74% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
