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Soc. Generale Call 2800 AZO 20.12.../  DE000SQ60UY5  /

EUWAX
2024-09-06  8:49:33 AM Chg.-0.18 Bid10:00:39 PM Ask10:00:39 PM Underlying Strike price Expiration date Option type
3.74EUR -4.59% -
Bid Size: -		 -
Ask Size: -		 AutoZone Inc 2,800.00 USD 2024-12-20 Call
 

Master data

WKN: SQ60UY
Issuer: Société Générale
Currency: EUR
Underlying: AutoZone Inc
Type: Warrant
Option type: Call
Strike price: 2,800.00 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: 7.27
Leverage: Yes

Calculated values

Fair value: 3.08
Intrinsic value: 2.64
Implied volatility: 0.37
Historic volatility: 0.19
Parity: 2.64
Time value: 1.20
Break-even: 2,909.87
Moneyness: 1.10
Premium: 0.04
Premium p.a.: 0.16
Spread abs.: 0.19
Spread %: 5.21%
Delta: 0.74
Theta: -1.02
Omega: 5.40
Rho: 4.81
 

Quote data

Open: 3.74
High: 3.74
Low: 3.74
Previous Close: 3.92
Turnover: 0.00
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -12.82%
1 Month
  -9.88%
3 Months  
+96.84%
YTD  
+105.49%
1 Year  
+29.86%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 4.18 3.74
1M High / 1M Low: 4.45 3.65
6M High / 6M Low: 5.83 1.90
High (YTD): 2024-03-25 5.83
Low (YTD): 2024-01-11 1.68
52W High: 2024-03-25 5.83
52W Low: 2024-01-11 1.68
Avg. price 1W:   3.94
Avg. volume 1W:   0.00
Avg. price 1M:   4.09
Avg. volume 1M:   0.00
Avg. price 6M:   3.54
Avg. volume 6M:   0.00
Avg. price 1Y:   3.08
Avg. volume 1Y:   0.00
Volatility 1M:   113.69%
Volatility 6M:   127.99%
Volatility 1Y:   134.18%
Volatility 3Y:   -