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

Frankfurt Zert./SG
30/07/2024  19:09:02 Chg.-0.060 Bid19:51:00 Ask19:51:00 Underlying Strike price Expiration date Option type
5.220EUR -1.14% 5.180
Bid Size: 15,000		 5.310
Ask Size: 15,000		 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: 5.22
Leverage: Yes

Calculated values

Fair value: 4.80
Intrinsic value: 4.37
Implied volatility: 0.37
Historic volatility: 0.19
Parity: 4.37
Time value: 1.07
Break-even: 2,947.14
Moneyness: 1.18
Premium: 0.04
Premium p.a.: 0.10
Spread abs.: 0.14
Spread %: 2.64%
Delta: 0.82
Theta: -0.78
Omega: 4.26
Rho: 6.95
 

Quote data

Open: 5.060
High: 5.440
Low: 5.060
Previous Close: 5.280
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week  
+24.29%
1 Month  
+15.74%
3 Months  
+2.15%
YTD  
+89.13%
1 Year  
+64.15%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 5.430 4.200
1M High / 1M Low: 5.430 3.400
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:   4.830
Avg. volume 1W:   0.000
Avg. price 1M:   4.143
Avg. volume 1M:   0.000
Avg. price 6M:   4.717
Avg. volume 6M:   0.000
Avg. price 1Y:   4.081
Avg. volume 1Y:   0.000
Volatility 1M:   102.76%
Volatility 6M:   106.65%
Volatility 1Y:   98.06%
Volatility 3Y:   -