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

Frankfurt Zert./SG
11/12/2024  9:40:56 PM Chg.+0.270 Bid9:59:51 PM Ask- Underlying Strike price Expiration date Option type
4.880EUR +5.86% 4.680
Bid Size: 1,000		 -
Ask Size: -		 AutoZone Inc 2,700.00 USD 1/17/2025 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: 1/17/2025
Issue date: 1/5/2023
Last trading day: 1/16/2025
Ratio: 100:1
Exercise type: American
Quanto: No
Gearing: 6.40
Leverage: Yes

Calculated values

Fair value: 4.60
Intrinsic value: 4.44
Implied volatility: 0.25
Historic volatility: 0.19
Parity: 4.44
Time value: 0.21
Break-even: 2,997.10
Moneyness: 1.18
Premium: 0.01
Premium p.a.: 0.04
Spread abs.: 0.06
Spread %: 1.31%
Delta: 0.95
Theta: -0.45
Omega: 6.08
Rho: 4.27
 

Quote data

Open: 4.510
High: 5.000
Low: 4.490
Previous Close: 4.610
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week  
+30.13%
1 Month  
+8.93%
3 Months
  -2.79%
YTD  
+109.44%
1 Year  
+25.45%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 4.950 3.750
1M High / 1M Low: 5.010 2.880
6M High / 6M Low: 5.350 2.510
High (YTD): 3/22/2024 6.520
Low (YTD): 1/10/2024 2.090
52W High: 3/22/2024 6.520
52W Low: 1/10/2024 2.090
Avg. price 1W:   4.408
Avg. volume 1W:   0.000
Avg. price 1M:   4.266
Avg. volume 1M:   0.000
Avg. price 6M:   4.020
Avg. volume 6M:   6.260
Avg. price 1Y:   3.966
Avg. volume 1Y:   34.969
Volatility 1M:   186.75%
Volatility 6M:   130.38%
Volatility 1Y:   116.49%
Volatility 3Y:   -