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Soc. Generale Call 2200 AZO 20.12.../  DE000SQ61UH8  /

Frankfurt Zert./SG
2024-07-08  9:47:10 PM Chg.+0.110 Bid9:59:34 PM Ask- Underlying Strike price Expiration date Option type
6.420EUR +1.74% 6.460
Bid Size: 1,000		 -
Ask Size: -		 AutoZone Inc 2,200.00 USD 2024-12-20 Call
 

Master data

WKN: SQ61UH
Issuer: Société Générale
Currency: EUR
Underlying: AutoZone Inc
Type: Warrant
Option type: Call
Strike price: 2,200.00 USD
Maturity: 2024-12-20
Issue date: 2023-01-05
Last trading day: 2024-12-19
Ratio: 100:1
Exercise type: American
Quanto: No
Gearing: 4.13
Leverage: Yes

Calculated values

Fair value: 6.03
Intrinsic value: 5.68
Implied volatility: 0.33
Historic volatility: 0.19
Parity: 5.68
Time value: 0.61
Break-even: 2,661.19
Moneyness: 1.28
Premium: 0.02
Premium p.a.: 0.05
Spread abs.: 0.00
Spread %: 0.00%
Delta: 0.90
Theta: -0.46
Omega: 3.74
Rho: 7.79
 

Quote data

Open: 5.820
High: 6.500
Low: 5.820
Previous Close: 6.310
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week
  -1.38%
1 Month  
+0.78%
3 Months
  -28.75%
YTD  
+25.64%
1 Year  
+17.58%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 6.780 6.080
1M High / 1M Low: 8.130 6.080
6M High / 6M Low: 10.190 4.840
High (YTD): 2024-03-22 10.190
Low (YTD): 2024-01-10 4.840
52W High: 2024-03-22 10.190
52W Low: 2024-01-10 4.840
Avg. price 1W:   6.364
Avg. volume 1W:   0.000
Avg. price 1M:   7.007
Avg. volume 1M:   0.000
Avg. price 6M:   7.465
Avg. volume 6M:   0.000
Avg. price 1Y:   6.609
Avg. volume 1Y:   0.000
Volatility 1M:   121.11%
Volatility 6M:   80.18%
Volatility 1Y:   72.03%
Volatility 3Y:   -