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Soc. Generale Call 2650 AZO 20.12.../  DE000SQ60UV1  /

Frankfurt Zert./SG
2024-07-31  5:50:54 PM Chg.+0.270 Bid6:52:01 PM Ask6:52:01 PM Underlying Strike price Expiration date Option type
5.430EUR +5.23% 5.410
Bid Size: 15,000		 5.550
Ask Size: 15,000		 AutoZone Inc 2,650.00 USD 2024-12-20 Call
 

Master data

WKN: SQ60UV
Issuer: Société Générale
Currency: EUR
Underlying: AutoZone Inc
Type: Warrant
Option type: Call
Strike price: 2,650.00 USD
Maturity: 2024-12-20
Issue date: 2023-01-05
Last trading day: 2024-12-19
Ratio: 100:1
Exercise type: American
Quanto: No
Gearing: 5.42
Leverage: Yes

Calculated values

Fair value: 4.68
Intrinsic value: 4.24
Implied volatility: 0.36
Historic volatility: 0.19
Parity: 4.24
Time value: 1.06
Break-even: 2,980.15
Moneyness: 1.17
Premium: 0.04
Premium p.a.: 0.10
Spread abs.: 0.13
Spread %: 2.51%
Delta: 0.81
Theta: -0.78
Omega: 4.42
Rho: 7.04
 

Quote data

Open: 4.940
High: 5.430
Low: 4.940
Previous Close: 5.160
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week  
+39.23%
1 Month  
+29.90%
3 Months  
+14.56%
YTD  
+115.48%
1 Year  
+85.96%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 5.160 3.900
1M High / 1M Low: 5.160 3.100
6M High / 6M Low: 6.850 2.820
High (YTD): 2024-03-22 6.850
Low (YTD): 2024-01-10 2.310
52W High: 2024-03-22 6.850
52W Low: 2024-01-10 2.310
Avg. price 1W:   4.744
Avg. volume 1W:   0.000
Avg. price 1M:   3.875
Avg. volume 1M:   0.000
Avg. price 6M:   4.409
Avg. volume 6M:   0.000
Avg. price 1Y:   3.806
Avg. volume 1Y:   3.516
Volatility 1M:   105.49%
Volatility 6M:   112.20%
Volatility 1Y:   102.49%
Volatility 3Y:   -