Soc. Generale Call 2500 AZO 21.06.2024
/ DE000SQ4UDX5
Soc. Generale Call 2500 AZO 21.06.../ DE000SQ4UDX5 /
| 2024-04-30 9:44:29 PM |
Chg.-0.210 |
Bid9:59:51 PM |
Ask- |
Underlying |
Strike price |
Expiration date |
Option type |
| 4.540EUR |
-4.42% |
4.520
Bid Size: 700 |
-
Ask Size: - |
AutoZone Inc |
2,500.00 USD |
2024-06-21 |
Call |
Master data
| WKN: |
SQ4UDX |
| Issuer: |
Société Générale |
| Currency: |
EUR |
| Underlying: |
AutoZone Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
2,500.00 USD |
| Maturity: |
2024-06-21 |
| Issue date: |
2022-11-24 |
| Last trading day: |
2024-06-20 |
| Ratio: |
100:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
6.16 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
4.41 |
| Intrinsic value: |
4.28 |
| Implied volatility: |
0.32 |
| Historic volatility: |
0.20 |
| Parity: |
4.28 |
| Time value: |
0.22 |
| Break-even: |
2,793.89 |
| Moneyness: |
1.18 |
| Premium: |
0.01 |
| Premium p.a.: |
0.06 |
| Spread abs.: |
0.00 |
| Spread %: |
0.00% |
| Delta: |
0.94 |
| Theta: |
-0.63 |
| Omega: |
5.77 |
| Rho: |
3.00 |
Quote data
| Open: |
4.300 |
| High: |
4.920 |
| Low: |
4.300 |
| Previous Close: |
4.750 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
-5.02% |
| 1 Month |
|
|
-19.93% |
| 3 Months |
|
|
+23.37% |
| YTD |
|
|
+97.39% |
| 1 Year |
|
|
-1.09% |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
4.780 |
4.440 |
| 1M High / 1M Low: |
6.520 |
4.210 |
| 6M High / 6M Low: |
6.750 |
1.980 |
| High (YTD): |
2024-03-22 |
6.750 |
| Low (YTD): |
2024-01-10 |
1.980 |
| 52W High: |
2024-03-22 |
6.750 |
| 52W Low: |
2024-01-10 |
1.980 |
| Avg. price 1W: |
|
4.594 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
5.021 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
3.908 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
3.486 |
| Avg. volume 1Y: |
|
0.000 |
| Volatility 1M: |
|
86.11% |
| Volatility 6M: |
|
118.04% |
| Volatility 1Y: |
|
114.21% |
| Volatility 3Y: |
|
- |
