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Soc. Generale Call 2450 AZO 20.12.../  DE000SQ60UR9  /

Frankfurt Zert./SG
2024-07-26  9:42:44 PM Chg.+0.470 Bid9:59:55 PM Ask2024-07-26 Underlying Strike price Expiration date Option type
6.560EUR +7.72% 6.570
Bid Size: 1,000		 -
Ask Size: -		 AutoZone Inc 2,450.00 USD 2024-12-20 Call
 

Master data

WKN: SQ60UR
Issuer: Société Générale
Currency: EUR
Underlying: AutoZone Inc
Type: Warrant
Option type: Call
Strike price: 2,450.00 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: 4.43
Leverage: Yes

Calculated values

Fair value: 6.24
Intrinsic value: 5.90
Implied volatility: 0.29
Historic volatility: 0.19
Parity: 5.90
Time value: 0.52
Break-even: 2,898.87
Moneyness: 1.26
Premium: 0.02
Premium p.a.: 0.05
Spread abs.: -0.15
Spread %: -2.28%
Delta: 0.92
Theta: -0.46
Omega: 4.09
Rho: 7.94
 

Quote data

Open: 5.770
High: 6.700
Low: 5.700
Previous Close: 6.090
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week  
+20.37%
1 Month  
+17.35%
3 Months  
+8.07%
YTD  
+84.79%
1 Year  
+67.77%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 6.560 5.220
1M High / 1M Low: 6.560 4.420
6M High / 6M Low: 8.240 4.130
High (YTD): 2024-03-22 8.240
Low (YTD): 2024-01-10 3.320
52W High: 2024-03-22 8.240
52W Low: 2024-01-10 3.320
Avg. price 1W:   5.734
Avg. volume 1W:   0.000
Avg. price 1M:   5.181
Avg. volume 1M:   0.000
Avg. price 6M:   5.753
Avg. volume 6M:   0.000
Avg. price 1Y:   4.995
Avg. volume 1Y:   0.000
Volatility 1M:   108.54%
Volatility 6M:   95.00%
Volatility 1Y:   87.91%
Volatility 3Y:   -