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Soc. Generale Call 2200 AZO 17.01.../  DE000SQ61UL0  /

EUWAX
2024-07-26  8:46:44 AM Chg.+0.74 Bid10:00:35 PM Ask10:00:35 PM Underlying Strike price Expiration date Option type
7.77EUR +10.53% -
Bid Size: -		 -
Ask Size: -		 AutoZone Inc 2,200.00 USD 2025-01-17 Call
 

Master data

WKN: SQ61UL
Issuer: Société Générale
Currency: EUR
Underlying: AutoZone Inc
Type: Warrant
Option type: Call
Strike price: 2,200.00 USD
Maturity: 2025-01-17
Issue date: 2023-01-05
Last trading day: 2025-01-16
Ratio: 100:1
Exercise type: American
Quanto: No
Gearing: 3.26
Leverage: Yes

Calculated values

Fair value: 8.55
Intrinsic value: 8.20
Implied volatility: 0.36
Historic volatility: 0.19
Parity: 8.20
Time value: 0.54
Break-even: 2,900.58
Moneyness: 1.40
Premium: 0.02
Premium p.a.: 0.04
Spread abs.: 0.00
Spread %: 0.00%
Delta: 0.94
Theta: -0.41
Omega: 3.07
Rho: 8.61
 

Quote data

Open: 7.77
High: 7.77
Low: 7.77
Previous Close: 7.03
Turnover: 0.00
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+13.43%
1 Month  
+6.73%
3 Months  
+1.97%
YTD  
+49.71%
1 Year  
+42.83%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 7.77 6.76
1M High / 1M Low: 7.77 5.99
6M High / 6M Low: 10.52 5.75
High (YTD): 2024-03-25 10.52
Low (YTD): 2024-01-09 4.99
52W High: 2024-03-25 10.52
52W Low: 2024-01-09 4.99
Avg. price 1W:   7.13
Avg. volume 1W:   0.00
Avg. price 1M:   6.74
Avg. volume 1M:   0.00
Avg. price 6M:   7.42
Avg. volume 6M:   0.00
Avg. price 1Y:   6.66
Avg. volume 1Y:   0.00
Volatility 1M:   80.30%
Volatility 6M:   80.90%
Volatility 1Y:   73.15%
Volatility 3Y:   -