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

EUWAX
2024-06-26  12:48:01 PM Chg.-0.42 Bid8:05:41 PM Ask8:05:41 PM Underlying Strike price Expiration date Option type
3.41EUR -10.97% 3.68
Bid Size: 15,000		 3.80
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: 7.20
Leverage: Yes

Calculated values

Fair value: 3.20
Intrinsic value: 2.21
Implied volatility: 0.28
Historic volatility: 0.19
Parity: 2.21
Time value: 1.60
Break-even: 2,902.21
Moneyness: 1.09
Premium: 0.06
Premium p.a.: 0.11
Spread abs.: 0.13
Spread %: 3.53%
Delta: 0.73
Theta: -0.63
Omega: 5.22
Rho: 9.03
 

Quote data

Open: 3.41
High: 3.41
Low: 3.41
Previous Close: 3.83
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -6.58%
1 Month  
+15.59%
3 Months
  -42.69%
YTD  
+48.26%
1 Year  
+13.29%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 3.95 3.31
1M High / 1M Low: 3.95 2.34
6M High / 6M Low: 6.57 2.10
High (YTD): 2024-03-25 6.57
Low (YTD): 2024-01-11 2.10
52W High: 2024-03-25 6.57
52W Low: 2024-01-11 2.10
Avg. price 1W:   3.72
Avg. volume 1W:   0.00
Avg. price 1M:   2.87
Avg. volume 1M:   0.00
Avg. price 6M:   3.78
Avg. volume 6M:   31.79
Avg. price 1Y:   3.46
Avg. volume 1Y:   127.18
Volatility 1M:   163.10%
Volatility 6M:   117.28%
Volatility 1Y:   103.12%
Volatility 3Y:   -