OverviewChartNewsTraderScreen

Soc. Generale Call 2400 AZO 20.12.../  DE000SQ60UQ1  /

Frankfurt Zert./SG
6/28/2024  9:40:21 PM Chg.+0.040 Bid9:59:50 PM Ask9:52:19 PM Underlying Strike price Expiration date Option type
5.990EUR +0.67% 6.080
Bid Size: 1,000		 -
Ask Size: -		 AutoZone Inc 2,400.00 USD 12/20/2024 Call
 

Master data

WKN: SQ60UQ
Issuer: Société Générale
Currency: EUR
Underlying: AutoZone Inc
Type: Warrant
Option type: Call
Strike price: 2,400.00 USD
Maturity: 12/20/2024
Issue date: 1/5/2023
Last trading day: 12/19/2024
Ratio: 100:1
Exercise type: American
Quanto: No
Gearing: 4.39
Leverage: Yes

Calculated values

Fair value: 5.70
Intrinsic value: 5.27
Implied volatility: 0.37
Historic volatility: 0.19
Parity: 5.27
Time value: 1.03
Break-even: 2,870.07
Moneyness: 1.24
Premium: 0.04
Premium p.a.: 0.08
Spread abs.: 0.21
Spread %: 3.45%
Delta: 0.85
Theta: -0.66
Omega: 3.71
Rho: 8.15
 

Quote data

Open: 5.670
High: 6.240
Low: 5.470
Previous Close: 5.950
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week
  -5.52%
1 Month  
+26.64%
3 Months
  -22.41%
YTD  
+55.99%
1 Year  
+33.41%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 6.210 5.770
1M High / 1M Low: 6.460 4.480
6M High / 6M Low: 8.630 3.600
High (YTD): 3/22/2024 8.630
Low (YTD): 1/10/2024 3.600
52W High: 3/22/2024 8.630
52W Low: 1/10/2024 3.600
Avg. price 1W:   5.958
Avg. volume 1W:   0.000
Avg. price 1M:   5.320
Avg. volume 1M:   0.000
Avg. price 6M:   5.945
Avg. volume 6M:   0.000
Avg. price 1Y:   5.233
Avg. volume 1Y:   0.000
Volatility 1M:   108.71%
Volatility 6M:   88.31%
Volatility 1Y:   81.46%
Volatility 3Y:   -