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Soc. Generale Call 2600 AZO 20.09.../  DE000SQ8JRR1  /

Frankfurt Zert./SG
2024-07-04  5:56:58 PM Chg.-0.030 Bid6:07:49 PM Ask6:07:49 PM Underlying Strike price Expiration date Option type
2.610EUR -1.14% 2.560
Bid Size: 1,200		 3.120
Ask Size: 1,200		 AutoZone Inc 2,600.00 USD 2024-09-20 Call
 

Master data

WKN: SQ8JRR
Issuer: Société Générale
Currency: EUR
Underlying: AutoZone Inc
Type: Warrant
Option type: Call
Strike price: 2,600.00 USD
Maturity: 2024-09-20
Issue date: 2023-02-01
Last trading day: 2024-09-19
Ratio: 100:1
Exercise type: American
Quanto: No
Gearing: 8.82
Leverage: Yes

Calculated values

Fair value: 2.61
Intrinsic value: 2.27
Implied volatility: 0.31
Historic volatility: 0.19
Parity: 2.27
Time value: 0.72
Break-even: 2,708.39
Moneyness: 1.09
Premium: 0.03
Premium p.a.: 0.13
Spread abs.: 0.14
Spread %: 4.91%
Delta: 0.77
Theta: -0.91
Omega: 6.82
Rho: 3.72
 

Quote data

Open: 2.630
High: 2.690
Low: 2.570
Previous Close: 2.640
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week
  -29.84%
1 Month
  -0.76%
3 Months
  -52.63%
YTD  
+12.99%
1 Year
  -6.79%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 3.800 2.640
1M High / 1M Low: 4.240 2.460
6M High / 6M Low: 6.540 2.050
High (YTD): 2024-03-22 6.540
Low (YTD): 2024-01-10 2.050
52W High: 2024-03-22 6.540
52W Low: 2024-01-10 2.050
Avg. price 1W:   3.200
Avg. volume 1W:   0.000
Avg. price 1M:   3.206
Avg. volume 1M:   0.000
Avg. price 6M:   3.947
Avg. volume 6M:   0.000
Avg. price 1Y:   3.455
Avg. volume 1Y:   0.000
Volatility 1M:   190.09%
Volatility 6M:   130.80%
Volatility 1Y:   114.67%
Volatility 3Y:   -