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Soc. Generale Call 2000 AZO 20.12.../  DE000SQ76BV7  /

Frankfurt Zert./SG
2024-07-05  9:37:11 PM Chg.+0.300 Bid9:59:45 PM Ask- Underlying Strike price Expiration date Option type
7.960EUR +3.92% 7.960
Bid Size: 1,000		 -
Ask Size: -		 AutoZone Inc 2,000.00 USD 2024-12-20 Call
 

Master data

WKN: SQ76BV
Issuer: Société Générale
Currency: EUR
Underlying: AutoZone Inc
Type: Warrant
Option type: Call
Strike price: 2,000.00 USD
Maturity: 2024-12-20
Issue date: 2023-01-20
Last trading day: 2024-12-19
Ratio: 100:1
Exercise type: American
Quanto: No
Gearing: 3.27
Leverage: Yes

Calculated values

Fair value: 7.82
Intrinsic value: 7.52
Implied volatility: 0.33
Historic volatility: 0.19
Parity: 7.52
Time value: 0.41
Break-even: 2,638.11
Moneyness: 1.41
Premium: 0.02
Premium p.a.: 0.03
Spread abs.: 0.00
Spread %: 0.00%
Delta: 0.96
Theta: -0.32
Omega: 3.14
Rho: 7.75
 

Quote data

Open: 7.640
High: 8.230
Low: 7.550
Previous Close: 7.660
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week
  -15.68%
1 Month  
+4.05%
3 Months
  -27.57%
YTD  
+22.27%
1 Year  
+14.37%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 8.440 7.660
1M High / 1M Low: 9.850 7.650
6M High / 6M Low: 11.870 6.240
High (YTD): 2024-03-22 11.870
Low (YTD): 2024-01-10 6.240
52W High: 2024-03-22 11.870
52W Low: 2023-10-24 6.230
Avg. price 1W:   7.992
Avg. volume 1W:   0.000
Avg. price 1M:   8.619
Avg. volume 1M:   0.000
Avg. price 6M:   9.065
Avg. volume 6M:   0.000
Avg. price 1Y:   8.076
Avg. volume 1Y:   0.000
Volatility 1M:   100.00%
Volatility 6M:   69.37%
Volatility 1Y:   62.95%
Volatility 3Y:   -