Soc. Generale Call 2500 AZO 21.06.2024
/ DE000SQ4UDX5
Soc. Generale Call 2500 AZO 21.06.../ DE000SQ4UDX5 /
| 2024-05-17 8:59:33 AM |
Chg.-0.26 |
Bid10:00:46 PM |
Ask10:00:46 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 3.37EUR |
-7.16% |
-
Bid Size: - |
-
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: |
6.76 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
3.92 |
| Intrinsic value: |
3.84 |
| Implied volatility: |
0.31 |
| Historic volatility: |
0.19 |
| Parity: |
3.84 |
| Time value: |
0.13 |
| Break-even: |
2,697.17 |
| Moneyness: |
1.17 |
| Premium: |
0.00 |
| Premium p.a.: |
0.05 |
| Spread abs.: |
0.00 |
| Spread %: |
0.00% |
| Delta: |
0.96 |
| Theta: |
-0.57 |
| Omega: |
6.47 |
| Rho: |
2.02 |
Quote data
| Open: |
3.37 |
| High: |
3.37 |
| Low: |
3.37 |
| Previous Close: |
3.63 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-17.80% |
| 1 Month |
|
|
-21.99% |
| 3 Months |
|
|
+9.06% |
| YTD |
|
|
+48.46% |
| 1 Year |
|
|
-23.41% |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
4.03 |
3.37 |
| 1M High / 1M Low: |
4.48 |
3.37 |
| 6M High / 6M Low: |
6.89 |
2.00 |
| High (YTD): |
2024-03-25 |
6.89 |
| Low (YTD): |
2024-01-10 |
2.00 |
| 52W High: |
2024-03-25 |
6.89 |
| 52W Low: |
2024-01-10 |
2.00 |
| Avg. price 1W: |
|
3.66 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
4.01 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
3.86 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
3.39 |
| Avg. volume 1Y: |
|
.94 |
| Volatility 1M: |
|
89.38% |
| Volatility 6M: |
|
129.32% |
| Volatility 1Y: |
|
119.71% |
| Volatility 3Y: |
|
- |
