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

Frankfurt Zert./SG
9/17/2024  4:04:57 PM Chg.+0.060 Bid4:15:15 PM Ask- Underlying Strike price Expiration date Option type
6.680EUR +0.91% 6.740
Bid Size: 10,000		 -
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: 4.29
Leverage: Yes

Calculated values

Fair value: 6.49
Intrinsic value: 6.30
Implied volatility: 0.23
Historic volatility: 0.19
Parity: 6.30
Time value: 0.20
Break-even: 2,806.47
Moneyness: 1.29
Premium: 0.01
Premium p.a.: 0.03
Spread abs.: 0.00
Spread %: 0.00%
Delta: 0.99
Theta: -0.25
Omega: 4.24
Rho: 5.42
 

Quote data

Open: 6.080
High: 6.680
Low: 6.060
Previous Close: 6.620
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week
  -1.62%
1 Month
  -4.71%
3 Months  
+13.03%
YTD  
+73.96%
1 Year  
+45.53%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 6.790 6.620
1M High / 1M Low: 7.700 6.610
6M High / 6M Low: 8.630 4.480
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:   6.704
Avg. volume 1W:   0.000
Avg. price 1M:   7.061
Avg. volume 1M:   0.000
Avg. price 6M:   6.393
Avg. volume 6M:   0.000
Avg. price 1Y:   5.703
Avg. volume 1Y:   0.000
Volatility 1M:   49.01%
Volatility 6M:   79.73%
Volatility 1Y:   83.64%
Volatility 3Y:   -