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Soc. Generale Call 2400 AZO 20.09.../  DE000SQ8JRQ3  /

Frankfurt Zert./SG
05/07/2024  21:47:03 Chg.+0.310 Bid21:59:07 Ask05/07/2024 Underlying Strike price Expiration date Option type
4.190EUR +7.99% 4.190
Bid Size: 1,000		 -
Ask Size: -		 AutoZone Inc 2,400.00 USD 20/09/2024 Call
 

Master data

WKN: SQ8JRQ
Issuer: Société Générale
Currency: EUR
Underlying: AutoZone Inc
Type: Warrant
Option type: Call
Strike price: 2,400.00 USD
Maturity: 20/09/2024
Issue date: 01/02/2023
Last trading day: 19/09/2024
Ratio: 100:1
Exercise type: American
Quanto: No
Gearing: 5.96
Leverage: Yes

Calculated values

Fair value: 4.02
Intrinsic value: 3.83
Implied volatility: 0.38
Historic volatility: 0.19
Parity: 3.83
Time value: 0.53
Break-even: 2,650.13
Moneyness: 1.17
Premium: 0.02
Premium p.a.: 0.10
Spread abs.: 0.21
Spread %: 5.06%
Delta: 0.85
Theta: -0.85
Omega: 5.09
Rho: 3.71
 

Quote data

Open: 3.870
High: 4.250
Low: 3.770
Previous Close: 3.880
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week
  -22.84%
1 Month  
+0.24%
3 Months
  -42.29%
YTD  
+23.24%
1 Year  
+8.27%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 4.560 3.880
1M High / 1M Low: 5.900 3.880
6M High / 6M Low: 8.090 3.100
High (YTD): 22/03/2024 8.090
Low (YTD): 10/01/2024 3.100
52W High: 22/03/2024 8.090
52W Low: 10/01/2024 3.100
Avg. price 1W:   4.168
Avg. volume 1W:   0.000
Avg. price 1M:   4.775
Avg. volume 1M:   0.000
Avg. price 6M:   5.395
Avg. volume 6M:   0.000
Avg. price 1Y:   4.717
Avg. volume 1Y:   0.000
Volatility 1M:   169.51%
Volatility 6M:   110.03%
Volatility 1Y:   96.95%
Volatility 3Y:   -