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Soc. Generale Call 2200 AZO 20.09.../  DE000SQ8JRP5  /

EUWAX
2024-06-26  12:06:56 PM Chg.-0.50 Bid7:52:28 AM Ask7:52:28 AM Underlying Strike price Expiration date Option type
6.50EUR -7.14% 6.47
Bid Size: 1,000		 -
Ask Size: -		 AutoZone Inc 2,200.00 USD 2024-09-20 Call
 

Master data

WKN: SQ8JRP
Issuer: Société Générale
Currency: EUR
Underlying: AutoZone Inc
Type: Warrant
Option type: Call
Strike price: 2,200.00 USD
Maturity: 2024-09-20
Issue date: 2023-02-01
Last trading day: 2024-09-19
Ratio: 100:1
Exercise type: American
Quanto: No
Gearing: 3.88
Leverage: Yes

Calculated values

Fair value: 7.05
Intrinsic value: 6.88
Implied volatility: 0.26
Historic volatility: 0.19
Parity: 6.88
Time value: 0.18
Break-even: 2,760.32
Moneyness: 1.33
Premium: 0.01
Premium p.a.: 0.03
Spread abs.: 0.00
Spread %: 0.00%
Delta: 0.99
Theta: -0.24
Omega: 3.85
Rho: 4.75
 

Quote data

Open: 6.50
High: 6.50
Low: 6.50
Previous Close: 7.00
Turnover: 0.00
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+6.38%
1 Month  
+23.57%
3 Months
  -30.56%
YTD  
+38.89%
1 Year  
+31.31%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 7.21 6.11
1M High / 1M Low: 7.21 4.89
6M High / 6M Low: 9.99 4.39
High (YTD): 2024-03-25 9.99
Low (YTD): 2024-01-10 4.39
52W High: 2024-03-25 9.99
52W Low: 2024-01-10 4.39
Avg. price 1W:   6.77
Avg. volume 1W:   0.00
Avg. price 1M:   5.66
Avg. volume 1M:   0.00
Avg. price 6M:   6.60
Avg. volume 6M:   0.00
Avg. price 1Y:   5.97
Avg. volume 1Y:   0.00
Volatility 1M:   114.20%
Volatility 6M:   95.19%
Volatility 1Y:   81.90%
Volatility 3Y:   -