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

Frankfurt Zert./SG
28/10/2024  17:59:36 Chg.-0.400 Bid21:43:13 Ask- Underlying Strike price Expiration date Option type
9.970EUR -3.86% -
Bid Size: -
-
Ask Size: -
AutoZone Inc 2,000.00 - 20/12/2024 Call
 

Master data

WKN: SQ76BV
Issuer: Société Générale
Currency: EUR
Underlying: AutoZone Inc
Type: Warrant
Option type: Call
Strike price: 2,000.00 -
Maturity: 20/12/2024
Issue date: 20/01/2023
Last trading day: 29/10/2024
Ratio: 100:1
Exercise type: American
Quanto: No
Gearing: 2.87
Leverage: Yes

Calculated values

Fair value: 9.09
Intrinsic value: 9.02
Implied volatility: 1.25
Historic volatility: 0.19
Parity: 9.02
Time value: 1.08
Break-even: 3,010.00
Moneyness: 1.45
Premium: 0.04
Premium p.a.: 0.39
Spread abs.: 0.00
Spread %: 0.00%
Delta: 0.87
Theta: -3.35
Omega: 2.49
Rho: 1.69
 

Quote data

Open: 10.340
High: 10.570
Low: 9.950
Previous Close: 10.370
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week     0.00%
1 Month
  -0.20%
3 Months
  -4.78%
YTD  
+53.15%
1 Year  
+20.12%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: - -
1M High / 1M Low: 11.030 9.970
6M High / 6M Low: 11.130 7.430
High (YTD): 22/03/2024 11.870
Low (YTD): 10/01/2024 6.240
52W High: 22/03/2024 11.870
52W Low: 10/01/2024 6.240
Avg. price 1W:   -
Avg. volume 1W:   -
Avg. price 1M:   10.459
Avg. volume 1M:   0.000
Avg. price 6M:   9.560
Avg. volume 6M:   0.000
Avg. price 1Y:   9.135
Avg. volume 1Y:   0.000
Volatility 1M:   47.90%
Volatility 6M:   64.64%
Volatility 1Y:   60.96%
Volatility 3Y:   -