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Soc. Generale Call 2800 AZO 20.09.../  DE000SQ8JRS9  /

Frankfurt Zert./SG
2024-07-05  9:47:58 PM Chg.+0.030 Bid9:59:51 PM Ask9:59:51 PM Underlying Strike price Expiration date Option type
1.420EUR +2.16% 1.410
Bid Size: 2,200		 1.510
Ask Size: 2,200		 AutoZone Inc 2,800.00 USD 2024-09-20 Call
 

Master data

WKN: SQ8JRS
Issuer: Société Générale
Currency: EUR
Underlying: AutoZone Inc
Type: Warrant
Option type: Call
Strike price: 2,800.00 USD
Maturity: 2024-09-20
Issue date: 2023-02-01
Last trading day: 2024-09-19
Ratio: 100:1
Exercise type: American
Quanto: No
Gearing: 17.31
Leverage: Yes

Calculated values

Fair value: 1.07
Intrinsic value: 0.14
Implied volatility: 0.28
Historic volatility: 0.19
Parity: 0.14
Time value: 1.36
Break-even: 2,733.16
Moneyness: 1.01
Premium: 0.05
Premium p.a.: 0.28
Spread abs.: 0.10
Spread %: 7.14%
Delta: 0.57
Theta: -1.00
Omega: 9.79
Rho: 2.74
 

Quote data

Open: 1.390
High: 1.440
Low: 1.320
Previous Close: 1.390
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week
  -40.08%
1 Month
  -4.70%
3 Months
  -66.59%
YTD
  -2.07%
1 Year
  -30.05%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 1.720 1.390
1M High / 1M Low: 2.760 1.370
6M High / 6M Low: 5.130 1.250
High (YTD): 2024-03-22 5.130
Low (YTD): 2024-01-10 1.250
52W High: 2024-03-22 5.130
52W Low: 2024-01-10 1.250
Avg. price 1W:   1.500
Avg. volume 1W:   0.000
Avg. price 1M:   1.921
Avg. volume 1M:   0.000
Avg. price 6M:   2.697
Avg. volume 6M:   0.000
Avg. price 1Y:   2.382
Avg. volume 1Y:   0.000
Volatility 1M:   260.95%
Volatility 6M:   169.13%
Volatility 1Y:   142.85%
Volatility 3Y:   -