Soc. Generale Call 3200 AZO 20.09.2024
/ DE000SQ8JRU5
Soc. Generale Call 3200 AZO 20.09.../ DE000SQ8JRU5 /
2024-06-10 8:38:22 AM |
Chg.+0.040 |
Bid3:52:12 PM |
Ask3:52:12 PM |
Underlying |
Strike price |
Expiration date |
Option type |
0.250EUR |
+19.05% |
0.300 Bid Size: 40,000 |
0.330 Ask Size: 40,000 |
AutoZone Inc |
3,200.00 USD |
2024-09-20 |
Call |
Master data
WKN: |
SQ8JRU |
Issuer: |
Société Générale |
Currency: |
EUR |
Underlying: |
AutoZone Inc |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
3,200.00 USD |
Maturity: |
2024-09-20 |
Issue date: |
2023-02-01 |
Last trading day: |
2024-09-19 |
Ratio: |
100:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
76.42 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.14 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.25 |
Historic volatility: |
0.19 |
Parity: |
-3.70 |
Time value: |
0.34 |
Break-even: |
3,002.79 |
Moneyness: |
0.88 |
Premium: |
0.16 |
Premium p.a.: |
0.68 |
Spread abs.: |
0.03 |
Spread %: |
9.68% |
Delta: |
0.19 |
Theta: |
-0.50 |
Omega: |
14.66 |
Rho: |
1.30 |
Quote data
Open: |
0.250 |
High: |
0.250 |
Low: |
0.250 |
Previous Close: |
0.210 |
Turnover: |
- |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
-10.71% |
1 Month |
|
|
-75.73% |
3 Months |
|
|
-87.44% |
YTD |
|
|
-48.98% |
1 Year |
|
|
-63.24% |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.280 |
0.210 |
1M High / 1M Low: |
1.030 |
0.210 |
6M High / 6M Low: |
2.620 |
0.210 |
High (YTD): |
2024-03-25 |
2.620 |
Low (YTD): |
2024-06-07 |
0.210 |
52W High: |
2024-03-25 |
2.620 |
52W Low: |
2024-06-07 |
0.210 |
Avg. price 1W: |
|
0.250 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.509 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
1.032 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
1.000 |
Avg. volume 1Y: |
|
0.000 |
Volatility 1M: |
|
241.37% |
Volatility 6M: |
|
244.67% |
Volatility 1Y: |
|
194.63% |
Volatility 3Y: |
|
- |