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

EUWAX
01/08/2024  08:43:22 Chg.+0.14 Bid10:46:53 Ask10:46:53 Underlying Strike price Expiration date Option type
5.39EUR +2.67% 5.46
Bid Size: 1,000		 6.10
Ask Size: 1,000		 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: 4.88
Leverage: Yes

Calculated values

Fair value: 5.32
Intrinsic value: 4.93
Implied volatility: 0.38
Historic volatility: 0.19
Parity: 4.93
Time value: 1.00
Break-even: 2,995.10
Moneyness: 1.21
Premium: 0.03
Premium p.a.: 0.09
Spread abs.: 0.17
Spread %: 2.95%
Delta: 0.83
Theta: -0.78
Omega: 4.07
Rho: 7.04
 

Quote data

Open: 5.39
High: 5.39
Low: 5.39
Previous Close: 5.25
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+30.19%
1 Month  
+24.48%
3 Months  
+5.89%
YTD  
+97.44%
1 Year  
+64.83%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 5.25 4.14
1M High / 1M Low: 5.25 3.18
6M High / 6M Low: 7.25 2.95
High (YTD): 25/03/2024 7.25
Low (YTD): 09/01/2024 2.56
52W High: 25/03/2024 7.25
52W Low: 09/01/2024 2.56
Avg. price 1W:   4.88
Avg. volume 1W:   0.00
Avg. price 1M:   4.01
Avg. volume 1M:   0.00
Avg. price 6M:   4.55
Avg. volume 6M:   0.00
Avg. price 1Y:   4.00
Avg. volume 1Y:   0.00
Volatility 1M:   128.83%
Volatility 6M:   119.38%
Volatility 1Y:   105.60%
Volatility 3Y:   -