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Soc. Generale Call 2600 AZO 20.12.../  DE000SQ60UU3  /

Frankfurt Zert./SG
30/08/2024  21:43:02 Chg.-0.280 Bid21:59:50 Ask21:45:23 Underlying Strike price Expiration date Option type
5.700EUR -4.68% 5.720
Bid Size: 1,000		 -
Ask Size: -		 AutoZone Inc 2,600.00 USD 20/12/2024 Call
 

Master data

WKN: SQ60UU
Issuer: Société Générale
Currency: EUR
Underlying: AutoZone Inc
Type: Warrant
Option type: Call
Strike price: 2,600.00 USD
Maturity: 20/12/2024
Issue date: 05/01/2023
Last trading day: 19/12/2024
Ratio: 100:1
Exercise type: American
Quanto: No
Gearing: 4.88
Leverage: Yes

Calculated values

Fair value: 5.54
Intrinsic value: 5.26
Implied volatility: 0.36
Historic volatility: 0.19
Parity: 5.26
Time value: 0.64
Break-even: 2,943.53
Moneyness: 1.22
Premium: 0.02
Premium p.a.: 0.07
Spread abs.: 0.16
Spread %: 2.79%
Delta: 0.88
Theta: -0.72
Omega: 4.28
Rho: 5.89
 

Quote data

Open: 5.570
High: 5.930
Low: 5.550
Previous Close: 5.980
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week  
+1.42%
1 Month
  -2.56%
3 Months  
+74.85%
YTD  
+106.52%
1 Year  
+63.79%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 5.980 5.620
1M High / 1M Low: 6.080 5.340
6M High / 6M Low: 7.170 3.140
High (YTD): 22/03/2024 7.170
Low (YTD): 10/01/2024 2.540
52W High: 22/03/2024 7.170
52W Low: 10/01/2024 2.540
Avg. price 1W:   5.796
Avg. volume 1W:   0.000
Avg. price 1M:   5.768
Avg. volume 1M:   0.000
Avg. price 6M:   5.013
Avg. volume 6M:   0.000
Avg. price 1Y:   4.321
Avg. volume 1Y:   0.000
Volatility 1M:   63.17%
Volatility 6M:   93.21%
Volatility 1Y:   98.14%
Volatility 3Y:   -