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

EUWAX
2024-07-26  8:46:30 AM Chg.+0.65 Bid10:00:35 PM Ask10:00:35 PM Underlying Strike price Expiration date Option type
5.78EUR +12.67% -
Bid Size: -		 -
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: 5.78
High: 5.78
Low: 5.78
Previous Close: 5.13
Turnover: 0.00
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+16.30%
1 Month  
+8.65%
3 Months
  -0.17%
YTD  
+64.20%
1 Year  
+47.83%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 5.78 4.91
1M High / 1M Low: 5.78 4.18
6M High / 6M Low: 8.39 3.93
High (YTD): 2024-03-25 8.39
Low (YTD): 2024-01-09 3.33
52W High: 2024-03-25 8.39
52W Low: 2024-01-09 3.33
Avg. price 1W:   5.22
Avg. volume 1W:   0.00
Avg. price 1M:   4.87
Avg. volume 1M:   0.00
Avg. price 6M:   5.53
Avg. volume 6M:   0.00
Avg. price 1Y:   4.89
Avg. volume 1Y:   3.80
Volatility 1M:   104.02%
Volatility 6M:   100.59%
Volatility 1Y:   91.11%
Volatility 3Y:   -