Soc. Generale Call 2800 AZO 21.06.2024
/ DE000SQ4FEP0
Soc. Generale Call 2800 AZO 21.06.../ DE000SQ4FEP0 /
| 2024-05-02 8:47:02 AM |
Chg.-0.32 |
Bid2:04:04 PM |
Ask2:04:04 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.92EUR |
-14.29% |
1.99
Bid Size: 1,600 |
2.41
Ask Size: 1,600 |
AutoZone Inc |
2,800.00 USD |
2024-06-21 |
Call |
Master data
| WKN: |
SQ4FEP |
| Issuer: |
Société Générale |
| Currency: |
EUR |
| Underlying: |
AutoZone Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
2,800.00 USD |
| Maturity: |
2024-06-21 |
| Issue date: |
2022-11-16 |
| Last trading day: |
2024-06-20 |
| Ratio: |
100:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
12.39 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.76 |
| Intrinsic value: |
1.37 |
| Implied volatility: |
0.34 |
| Historic volatility: |
0.20 |
| Parity: |
1.37 |
| Time value: |
0.85 |
| Break-even: |
2,834.66 |
| Moneyness: |
1.05 |
| Premium: |
0.03 |
| Premium p.a.: |
0.25 |
| Spread abs.: |
0.08 |
| Spread %: |
3.74% |
| Delta: |
0.70 |
| Theta: |
-1.38 |
| Omega: |
8.62 |
| Rho: |
2.32 |
Quote data
| Open: |
1.92 |
| High: |
1.92 |
| Low: |
1.92 |
| Previous Close: |
2.24 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-20.33% |
| 1 Month |
|
|
-50.64% |
| 3 Months |
|
|
+4.35% |
| YTD |
|
|
+100.00% |
| 1 Year |
|
|
-37.66% |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
2.41 |
1.94 |
| 1M High / 1M Low: |
3.91 |
1.87 |
| 6M High / 6M Low: |
4.49 |
0.79 |
| High (YTD): |
2024-03-25 |
4.49 |
| Low (YTD): |
2024-01-11 |
0.79 |
| 52W High: |
2024-03-25 |
4.49 |
| 52W Low: |
2024-01-11 |
0.79 |
| Avg. price 1W: |
|
2.14 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
2.63 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
2.04 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
1.89 |
| Avg. volume 1Y: |
|
14.06 |
| Volatility 1M: |
|
153.23% |
| Volatility 6M: |
|
209.68% |
| Volatility 1Y: |
|
176.92% |
| Volatility 3Y: |
|
- |
