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

Frankfurt Zert./SG
8/2/2024  9:37:14 PM Chg.-0.030 Bid9:59:51 PM Ask- Underlying Strike price Expiration date Option type
10.830EUR -0.28% 11.050
Bid Size: 1,000		 -
Ask Size: -		 AutoZone Inc 2,000.00 USD 12/20/2024 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: 12/20/2024
Issue date: 1/20/2023
Last trading day: 12/19/2024
Ratio: 100:1
Exercise type: American
Quanto: No
Gearing: 2.67
Leverage: Yes

Calculated values

Fair value: 10.90
Intrinsic value: 10.65
Implied volatility: 0.33
Historic volatility: 0.19
Parity: 10.65
Time value: 0.27
Break-even: 2,946.19
Moneyness: 1.57
Premium: 0.01
Premium p.a.: 0.02
Spread abs.: 0.00
Spread %: 0.00%
Delta: 0.99
Theta: -0.23
Omega: 2.65
Rho: 6.92
 

Quote data

Open: 10.300
High: 10.830
Low: 10.300
Previous Close: 10.860
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week  
+4.34%
1 Month  
+40.29%
3 Months  
+13.28%
YTD  
+66.36%
1 Year  
+63.10%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 10.860 10.230
1M High / 1M Low: 10.860 7.660
6M High / 6M Low: 11.870 7.430
High (YTD): 3/22/2024 11.870
Low (YTD): 1/10/2024 6.240
52W High: 3/22/2024 11.870
52W Low: 10/24/2023 6.230
Avg. price 1W:   10.648
Avg. volume 1W:   0.000
Avg. price 1M:   9.209
Avg. volume 1M:   0.000
Avg. price 6M:   9.352
Avg. volume 6M:   0.000
Avg. price 1Y:   8.281
Avg. volume 1Y:   0.000
Volatility 1M:   50.75%
Volatility 6M:   68.06%
Volatility 1Y:   62.86%
Volatility 3Y:   -