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

EUWAX
2024-07-05  8:48:22 AM Chg.-0.06 Bid10:00:32 PM Ask10:00:32 PM Underlying Strike price Expiration date Option type
6.06EUR -0.98% -
Bid Size: -		 -
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: 5.67
Implied volatility: 0.33
Historic volatility: 0.19
Parity: 5.67
Time value: 0.62
Break-even: 2,658.62
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: 3.73
Rho: 7.87
 

Quote data

Open: 6.06
High: 6.06
Low: 6.06
Previous Close: 6.12
Turnover: 0.00
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -15.24%
1 Month  
+6.32%
3 Months
  -31.45%
YTD  
+19.29%
1 Year  
+7.26%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 7.15 6.06
1M High / 1M Low: 7.55 5.59
6M High / 6M Low: 10.39 4.86
High (YTD): 2024-03-25 10.39
Low (YTD): 2024-01-09 4.86
52W High: 2024-03-25 10.39
52W Low: 2024-01-09 4.86
Avg. price 1W:   6.36
Avg. volume 1W:   0.00
Avg. price 1M:   6.51
Avg. volume 1M:   0.00
Avg. price 6M:   7.18
Avg. volume 6M:   0.00
Avg. price 1Y:   6.46
Avg. volume 1Y:   0.00
Volatility 1M:   104.39%
Volatility 6M:   85.28%
Volatility 1Y:   75.21%
Volatility 3Y:   -