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Soc. Generale Call 2750 AZO 17.01.../  DE000SQ60VB1  /

EUWAX
2024-07-30  8:44:25 AM Chg.-0.11 Bid5:46:54 PM Ask5:46:54 PM Underlying Strike price Expiration date Option type
4.21EUR -2.55% 4.42
Bid Size: 15,000		 4.54
Ask Size: 15,000		 AutoZone Inc 2,750.00 USD 2025-01-17 Call
 

Master data

WKN: SQ60VB
Issuer: Société Générale
Currency: EUR
Underlying: AutoZone Inc
Type: Warrant
Option type: Call
Strike price: 2,750.00 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: 6.26
Leverage: Yes

Calculated values

Fair value: 3.72
Intrinsic value: 2.98
Implied volatility: 0.34
Historic volatility: 0.19
Parity: 2.98
Time value: 1.56
Break-even: 2,995.78
Moneyness: 1.12
Premium: 0.05
Premium p.a.: 0.12
Spread abs.: 0.12
Spread %: 2.71%
Delta: 0.75
Theta: -0.78
Omega: 4.67
Rho: 7.82
 

Quote data

Open: 4.21
High: 4.21
Low: 4.21
Previous Close: 4.32
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+25.30%
1 Month  
+19.94%
3 Months
  -1.86%
YTD  
+92.24%
1 Year  
+58.27%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 4.32 3.13
1M High / 1M Low: 4.32 2.51
6M High / 6M Low: 6.37 2.31
High (YTD): 2024-03-25 6.37
Low (YTD): 2024-01-11 2.06
52W High: 2024-03-25 6.37
52W Low: 2024-01-11 2.06
Avg. price 1W:   3.63
Avg. volume 1W:   0.00
Avg. price 1M:   3.15
Avg. volume 1M:   0.00
Avg. price 6M:   3.80
Avg. volume 6M:   0.00
Avg. price 1Y:   3.34
Avg. volume 1Y:   0.00
Volatility 1M:   146.66%
Volatility 6M:   134.79%
Volatility 1Y:   116.23%
Volatility 3Y:   -