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Soc. Generale Call 2700 AZO 20.12.../  DE000SQ60UW9  /

Frankfurt Zert./SG
2024-07-05  9:50:41 PM Chg.0.000 Bid9:59:27 PM Ask9:59:27 PM Underlying Strike price Expiration date Option type
2.810EUR 0.00% 2.810
Bid Size: 1,100		 2.930
Ask Size: 1,100		 AutoZone Inc 2,700.00 USD 2024-12-20 Call
 

Master data

WKN: SQ60UW
Issuer: Société Générale
Currency: EUR
Underlying: AutoZone Inc
Type: Warrant
Option type: Call
Strike price: 2,700.00 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: 8.92
Leverage: Yes

Calculated values

Fair value: 2.16
Intrinsic value: 1.06
Implied volatility: 0.31
Historic volatility: 0.19
Parity: 1.06
Time value: 1.85
Break-even: 2,781.90
Moneyness: 1.04
Premium: 0.07
Premium p.a.: 0.16
Spread abs.: 0.12
Spread %: 4.30%
Delta: 0.65
Theta: -0.74
Omega: 5.80
Rho: 6.39
 

Quote data

Open: 2.780
High: 3.010
Low: 2.700
Previous Close: 2.810
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week
  -26.44%
1 Month
  -0.71%
3 Months
  -50.09%
YTD  
+22.17%
1 Year
  -2.43%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 3.160 2.810
1M High / 1M Low: 4.230 2.690
6M High / 6M Low: 6.500 2.100
High (YTD): 2024-03-22 6.500
Low (YTD): 2024-01-10 2.100
52W High: 2024-03-22 6.500
52W Low: 2024-01-10 2.100
Avg. price 1W:   2.916
Avg. volume 1W:   0.000
Avg. price 1M:   3.339
Avg. volume 1M:   0.000
Avg. price 6M:   3.975
Avg. volume 6M:   0.000
Avg. price 1Y:   3.470
Avg. volume 1Y:   0.000
Volatility 1M:   160.59%
Volatility 6M:   118.22%
Volatility 1Y:   104.11%
Volatility 3Y:   -