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

EUWAX
2024-07-05  8:38:27 AM Chg.-0.03 Bid5:48:02 PM Ask5:48:02 PM Underlying Strike price Expiration date Option type
1.39EUR -2.11% 1.38
Bid Size: 20,000		 1.48
Ask Size: 20,000		 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: 15.85
Leverage: Yes

Calculated values

Fair value: 1.25
Intrinsic value: 0.42
Implied volatility: 0.28
Historic volatility: 0.19
Parity: 0.42
Time value: 1.24
Break-even: 2,756.09
Moneyness: 1.02
Premium: 0.05
Premium p.a.: 0.24
Spread abs.: 0.10
Spread %: 6.41%
Delta: 0.60
Theta: -0.99
Omega: 9.48
Rho: 2.97
 

Quote data

Open: 1.39
High: 1.39
Low: 1.39
Previous Close: 1.42
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -35.65%
1 Month  
+5.30%
3 Months
  -64.90%
YTD
  -2.80%
1 Year
  -33.81%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 2.21 1.41
1M High / 1M Low: 2.56 1.15
6M High / 6M Low: 5.16 1.15
High (YTD): 2024-03-25 5.16
Low (YTD): 2024-06-07 1.15
52W High: 2024-03-25 5.16
52W Low: 2024-06-07 1.15
Avg. price 1W:   1.76
Avg. volume 1W:   0.00
Avg. price 1M:   1.74
Avg. volume 1M:   0.00
Avg. price 6M:   2.58
Avg. volume 6M:   0.00
Avg. price 1Y:   2.33
Avg. volume 1Y:   0.00
Volatility 1M:   306.16%
Volatility 6M:   199.60%
Volatility 1Y:   158.44%
Volatility 3Y:   -