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

EUWAX
25/07/2024  08:43:54 Chg.+0.25 Bid12:55:58 Ask12:55:58 Underlying Strike price Expiration date Option type
3.45EUR +7.81% 3.36
Bid Size: 1,000		 3.78
Ask Size: 1,000		 AutoZone Inc 2,700.00 USD 17/01/2025 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: 17/01/2025
Issue date: 05/01/2023
Last trading day: 16/01/2025
Ratio: 100:1
Exercise type: American
Quanto: No
Gearing: 7.28
Leverage: Yes

Calculated values

Fair value: 3.08
Intrinsic value: 2.23
Implied volatility: 0.30
Historic volatility: 0.19
Parity: 2.23
Time value: 1.50
Break-even: 2,864.23
Moneyness: 1.09
Premium: 0.06
Premium p.a.: 0.12
Spread abs.: 0.11
Spread %: 3.04%
Delta: 0.73
Theta: -0.69
Omega: 5.28
Rho: 7.70
 

Quote data

Open: 3.45
High: 3.45
Low: 3.45
Previous Close: 3.20
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -4.43%
1 Month
  -9.92%
3 Months
  -23.33%
YTD  
+50.00%
1 Year  
+15.38%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 3.61 3.20
1M High / 1M Low: 3.83 2.56
6M High / 6M Low: 6.57 2.34
High (YTD): 25/03/2024 6.57
Low (YTD): 11/01/2024 2.10
52W High: 25/03/2024 6.57
52W Low: 11/01/2024 2.10
Avg. price 1W:   3.40
Avg. volume 1W:   0.00
Avg. price 1M:   3.18
Avg. volume 1M:   0.00
Avg. price 6M:   3.87
Avg. volume 6M:   19.41
Avg. price 1Y:   3.47
Avg. volume 1Y:   127.18
Volatility 1M:   134.66%
Volatility 6M:   121.23%
Volatility 1Y:   107.76%
Volatility 3Y:   -