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Soc. Generale Call 2250 AZO 20.12.../  DE000SQ60UM0  /

Frankfurt Zert./SG
2024-07-08  11:10:34 AM Chg.-0.270 Bid11:41:01 AM Ask- Underlying Strike price Expiration date Option type
5.650EUR -4.56% 5.620
Bid Size: 1,000		 -
Ask Size: -		 AutoZone Inc 2,250.00 USD 2024-12-20 Call
 

Master data

WKN: SQ60UM
Issuer: Société Générale
Currency: EUR
Underlying: AutoZone Inc
Type: Warrant
Option type: Call
Strike price: 2,250.00 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: 4.41
Leverage: Yes

Calculated values

Fair value: 5.59
Intrinsic value: 5.22
Implied volatility: 0.32
Historic volatility: 0.19
Parity: 5.22
Time value: 0.68
Break-even: 2,668.38
Moneyness: 1.25
Premium: 0.03
Premium p.a.: 0.06
Spread abs.: 0.00
Spread %: 0.00%
Delta: 0.89
Theta: -0.50
Omega: 3.91
Rho: 7.76
 

Quote data

Open: 5.480
High: 5.650
Low: 5.480
Previous Close: 5.920
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week
  -7.23%
1 Month
  -5.20%
3 Months
  -34.30%
YTD  
+18.20%
1 Year  
+9.50%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 6.380 5.730
1M High / 1M Low: 7.710 5.730
6M High / 6M Low: 9.790 4.520
High (YTD): 2024-03-22 9.790
Low (YTD): 2024-01-10 4.520
52W High: 2024-03-22 9.790
52W Low: 2024-01-10 4.520
Avg. price 1W:   5.980
Avg. volume 1W:   0.000
Avg. price 1M:   6.606
Avg. volume 1M:   0.000
Avg. price 6M:   7.081
Avg. volume 6M:   0.000
Avg. price 1Y:   6.257
Avg. volume 1Y:   0.000
Volatility 1M:   124.95%
Volatility 6M:   82.97%
Volatility 1Y:   74.57%
Volatility 3Y:   -