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

EUWAX
09/10/2024  08:48:31 Chg.+0.32 Bid12:56:15 Ask12:56:15 Underlying Strike price Expiration date Option type
3.81EUR +9.17% 3.83
Bid Size: 1,000
4.29
Ask Size: 1,000
AutoZone Inc 2,750.00 USD 17/01/2025 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: 17/01/2025
Issue date: 05/01/2023
Last trading day: 16/01/2025
Ratio: 100:1
Exercise type: American
Quanto: No
Gearing: 6.75
Leverage: Yes

Calculated values

Fair value: 3.54
Intrinsic value: 3.21
Implied volatility: 0.37
Historic volatility: 0.19
Parity: 3.21
Time value: 0.98
Break-even: 2,924.56
Moneyness: 1.13
Premium: 0.03
Premium p.a.: 0.13
Spread abs.: 0.20
Spread %: 5.01%
Delta: 0.78
Theta: -0.97
Omega: 5.26
Rho: 4.89
 

Quote data

Open: 3.81
High: 3.81
Low: 3.81
Previous Close: 3.49
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -12.41%
1 Month
  -5.93%
3 Months  
+44.32%
YTD  
+73.97%
1 Year  
+17.59%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 4.35 3.42
1M High / 1M Low: 4.53 2.92
6M High / 6M Low: 5.03 2.31
High (YTD): 25/03/2024 6.37
Low (YTD): 11/01/2024 2.06
52W High: 25/03/2024 6.37
52W Low: 11/01/2024 2.06
Avg. price 1W:   3.70
Avg. volume 1W:   0.00
Avg. price 1M:   3.87
Avg. volume 1M:   0.00
Avg. price 6M:   3.75
Avg. volume 6M:   0.00
Avg. price 1Y:   3.61
Avg. volume 1Y:   0.00
Volatility 1M:   163.46%
Volatility 6M:   125.95%
Volatility 1Y:   123.17%
Volatility 3Y:   -