Soc. Generale Call 2300 AZO 17.01.2025
/ DE000SQ60U29
Soc. Generale Call 2300 AZO 17.01.../ DE000SQ60U29 /
2024-05-31 9:47:29 PM |
Chg.-0.140 |
Bid9:59:54 PM |
Ask9:59:54 PM |
Underlying |
Strike price |
Expiration date |
Option type |
5.300EUR |
-2.57% |
5.320 Bid Size: 750 |
5.470 Ask Size: 750 |
AutoZone Inc |
2,300.00 USD |
2025-01-17 |
Call |
Master data
WKN: |
SQ60U2 |
Issuer: |
Société Générale |
Currency: |
EUR |
Underlying: |
AutoZone Inc |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
2,300.00 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: |
4.65 |
Leverage: |
Yes |
Calculated values
Fair value: |
4.95 |
Intrinsic value: |
4.33 |
Implied volatility: |
0.32 |
Historic volatility: |
0.19 |
Parity: |
4.33 |
Time value: |
1.16 |
Break-even: |
2,669.11 |
Moneyness: |
1.20 |
Premium: |
0.05 |
Premium p.a.: |
0.07 |
Spread abs.: |
0.15 |
Spread %: |
2.81% |
Delta: |
0.83 |
Theta: |
-0.52 |
Omega: |
3.86 |
Rho: |
9.90 |
Quote data
Open: |
5.010 |
High: |
5.300 |
Low: |
4.990 |
Previous Close: |
5.440 |
Turnover: |
0.000 |
Market phase: |
CL |
All quotes in EUR
Performance
1 Week |
|
|
-4.85% |
1 Month |
|
|
-27.10% |
3 Months |
|
|
-33.83% |
YTD |
|
|
+22.12% |
1 Year |
|
|
+25.00% |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
5.520 |
5.220 |
1M High / 1M Low: |
7.390 |
5.220 |
6M High / 6M Low: |
9.390 |
4.090 |
High (YTD): |
2024-03-22 |
9.390 |
Low (YTD): |
2024-01-10 |
4.090 |
52W High: |
2024-03-22 |
9.390 |
52W Low: |
2023-06-07 |
3.730 |
Avg. price 1W: |
|
5.344 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
6.356 |
Avg. volume 1M: |
|
11.818 |
Avg. price 6M: |
|
6.462 |
Avg. volume 6M: |
|
25.728 |
Avg. price 1Y: |
|
5.654 |
Avg. volume 1Y: |
|
24.313 |
Volatility 1M: |
|
71.74% |
Volatility 6M: |
|
77.92% |
Volatility 1Y: |
|
76.24% |
Volatility 3Y: |
|
- |