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Soc. Generale Call 2700 AZO 17.01.../  DE000SQ60VA3  /

Frankfurt Zert./SG
2024-07-30  5:34:10 PM Chg.+0.010 Bid6:00:52 PM Ask6:00:52 PM Underlying Strike price Expiration date Option type
4.570EUR +0.22% 4.490
Bid Size: 15,000		 4.610
Ask Size: 15,000		 AutoZone Inc 2,700.00 USD 2025-01-17 Call
 

Master data

WKN: SQ60VA
Issuer: Société Générale
Currency: EUR
Underlying: AutoZone Inc
Type: Warrant
Option type: Call
Strike price: 2,700.00 USD
Maturity: 2025-01-17
Issue date: 2023-01-05
Last trading day: 2025-01-16
Ratio: 100:1
Exercise type: American
Quanto: No
Gearing: 6.04
Leverage: Yes

Calculated values

Fair value: 4.10
Intrinsic value: 3.44
Implied volatility: 0.31
Historic volatility: 0.19
Parity: 3.44
Time value: 1.26
Break-even: 2,965.56
Moneyness: 1.14
Premium: 0.04
Premium p.a.: 0.10
Spread abs.: 0.12
Spread %: 2.62%
Delta: 0.78
Theta: -0.70
Omega: 4.74
Rho: 8.24
 

Quote data

Open: 4.360
High: 4.570
Low: 4.360
Previous Close: 4.560
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week  
+30.95%
1 Month  
+19.63%
3 Months  
+5.06%
YTD  
+96.14%
1 Year  
+60.35%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 4.700 3.490
1M High / 1M Low: 4.700 2.740
6M High / 6M Low: 6.520 2.510
High (YTD): 2024-03-22 6.520
Low (YTD): 2024-01-10 2.090
52W High: 2024-03-22 6.520
52W Low: 2024-01-10 2.090
Avg. price 1W:   4.110
Avg. volume 1W:   84
Avg. price 1M:   3.448
Avg. volume 1M:   20
Avg. price 6M:   4.047
Avg. volume 6M:   9.843
Avg. price 1Y:   3.560
Avg. volume 1Y:   33.400
Volatility 1M:   119.43%
Volatility 6M:   120.79%
Volatility 1Y:   107.88%
Volatility 3Y:   -