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

Frankfurt Zert./SG
7/24/2024  9:38:02 PM Chg.+0.010 Bid9:59:56 PM Ask9:59:56 PM Underlying Strike price Expiration date Option type
3.450EUR +0.29% 3.510
Bid Size: 1,000		 3.680
Ask Size: 1,000		 AutoZone Inc 2,600.00 USD 9/20/2024 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: 9/20/2024
Issue date: 2/1/2023
Last trading day: 9/19/2024
Ratio: 100:1
Exercise type: American
Quanto: No
Gearing: 7.69
Leverage: Yes

Calculated values

Fair value: 3.14
Intrinsic value: 2.96
Implied volatility: 0.36
Historic volatility: 0.19
Parity: 2.96
Time value: 0.54
Break-even: 2,746.37
Moneyness: 1.12
Premium: 0.02
Premium p.a.: 0.13
Spread abs.: 0.15
Spread %: 4.48%
Delta: 0.82
Theta: -1.05
Omega: 6.32
Rho: 2.96
 

Quote data

Open: 3.060
High: 3.510
Low: 3.060
Previous Close: 3.440
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week
  -10.85%
1 Month
  -13.32%
3 Months
  -25.81%
YTD  
+49.35%
1 Year  
+23.21%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 3.870 3.440
1M High / 1M Low: 3.980 2.590
6M High / 6M Low: 6.540 2.390
High (YTD): 3/22/2024 6.540
Low (YTD): 1/10/2024 2.050
52W High: 3/22/2024 6.540
52W Low: 1/10/2024 2.050
Avg. price 1W:   3.624
Avg. volume 1W:   0.000
Avg. price 1M:   3.317
Avg. volume 1M:   0.000
Avg. price 6M:   4.020
Avg. volume 6M:   0.000
Avg. price 1Y:   3.470
Avg. volume 1Y:   0.000
Volatility 1M:   142.01%
Volatility 6M:   126.94%
Volatility 1Y:   115.28%
Volatility 3Y:   -