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Soc. Generale Call 2850 AZO 17.01.../  DE000SQ60VD7  /

Frankfurt Zert./SG
30/07/2024  21:37:03 Chg.+0.120 Bid21:59:54 Ask21:59:54 Underlying Strike price Expiration date Option type
3.740EUR +3.31% 3.830
Bid Size: 1,000		 3.940
Ask Size: 1,000		 AutoZone Inc 2,850.00 USD 17/01/2025 Call
 

Master data

WKN: SQ60VD
Issuer: Société Générale
Currency: EUR
Underlying: AutoZone Inc
Type: Warrant
Option type: Call
Strike price: 2,850.00 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: 7.66
Leverage: Yes

Calculated values

Fair value: 3.01
Intrinsic value: 2.06
Implied volatility: 0.30
Historic volatility: 0.19
Parity: 2.06
Time value: 1.65
Break-even: 3,005.21
Moneyness: 1.08
Premium: 0.06
Premium p.a.: 0.13
Spread abs.: 0.11
Spread %: 3.06%
Delta: 0.71
Theta: -0.75
Omega: 5.42
Rho: 7.68
 

Quote data

Open: 3.410
High: 3.740
Low: 3.410
Previous Close: 3.620
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week  
+44.40%
1 Month  
+26.78%
3 Months  
+4.76%
YTD  
+106.63%
1 Year  
+63.32%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 3.690 2.590
1M High / 1M Low: 3.690 2.000
6M High / 6M Low: 5.570 1.910
High (YTD): 22/03/2024 5.570
Low (YTD): 10/01/2024 1.670
52W High: 22/03/2024 5.570
52W Low: 10/01/2024 1.670
Avg. price 1W:   3.184
Avg. volume 1W:   0.000
Avg. price 1M:   2.607
Avg. volume 1M:   0.000
Avg. price 6M:   3.281
Avg. volume 6M:   0.000
Avg. price 1Y:   2.876
Avg. volume 1Y:   1.569
Volatility 1M:   137.62%
Volatility 6M:   133.01%
Volatility 1Y:   117.57%
Volatility 3Y:   -