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Soc. Generale Call 2250 AZO 17.01.../  DE000SQ60U11  /

EUWAX
2024-07-26  8:46:29 AM Chg.+0.72 Bid10:00:35 PM Ask10:00:35 PM Underlying Strike price Expiration date Option type
7.38EUR +10.81% -
Bid Size: -		 -
Ask Size: -		 AutoZone Inc 2,250.00 USD 2025-01-17 Call
 

Master data

WKN: SQ60U1
Issuer: Société Générale
Currency: EUR
Underlying: AutoZone Inc
Type: Warrant
Option type: Call
Strike price: 2,250.00 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: 3.43
Leverage: Yes

Calculated values

Fair value: 8.10
Intrinsic value: 7.74
Implied volatility: 0.34
Historic volatility: 0.19
Parity: 7.74
Time value: 0.56
Break-even: 2,902.63
Moneyness: 1.37
Premium: 0.02
Premium p.a.: 0.04
Spread abs.: 0.00
Spread %: 0.00%
Delta: 0.94
Theta: -0.42
Omega: 3.21
Rho: 8.75
 

Quote data

Open: 7.38
High: 7.38
Low: 7.38
Previous Close: 6.66
Turnover: 0.00
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+13.89%
1 Month  
+6.96%
3 Months  
+1.79%
YTD  
+51.85%
1 Year  
+43.02%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 7.38 6.38
1M High / 1M Low: 7.38 5.63
6M High / 6M Low: 10.09 5.41
High (YTD): 2024-03-25 10.09
Low (YTD): 2024-01-09 4.66
52W High: 2024-03-25 10.09
52W Low: 2024-01-09 4.66
Avg. price 1W:   6.74
Avg. volume 1W:   0.00
Avg. price 1M:   6.36
Avg. volume 1M:   0.00
Avg. price 6M:   7.05
Avg. volume 6M:   0.00
Avg. price 1Y:   6.32
Avg. volume 1Y:   0.00
Volatility 1M:   84.08%
Volatility 6M:   82.93%
Volatility 1Y:   75.16%
Volatility 3Y:   -