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Soc. Generale Call 2850 AZO 20.12.../  DE000SQ60UZ2  /

Frankfurt Zert./SG
9/17/2024  4:26:47 PM Chg.+0.090 Bid4:36:48 PM Ask4:36:48 PM Underlying Strike price Expiration date Option type
3.430EUR +2.69% 3.370
Bid Size: 15,000		 3.560
Ask Size: 15,000		 AutoZone Inc 2,850.00 USD 12/20/2024 Call
 

Master data

WKN: SQ60UZ
Issuer: Société Générale
Currency: EUR
Underlying: AutoZone Inc
Type: Warrant
Option type: Call
Strike price: 2,850.00 USD
Maturity: 12/20/2024
Issue date: 1/5/2023
Last trading day: 12/19/2024
Ratio: 100:1
Exercise type: American
Quanto: No
Gearing: 8.05
Leverage: Yes

Calculated values

Fair value: 2.69
Intrinsic value: 2.26
Implied volatility: 0.37
Historic volatility: 0.19
Parity: 2.26
Time value: 1.20
Break-even: 2,906.81
Moneyness: 1.09
Premium: 0.04
Premium p.a.: 0.18
Spread abs.: 0.18
Spread %: 5.49%
Delta: 0.72
Theta: -1.08
Omega: 5.82
Rho: 4.30
 

Quote data

Open: 3.100
High: 3.430
Low: 3.080
Previous Close: 3.340
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week
  -2.56%
1 Month
  -10.91%
3 Months  
+24.73%
YTD  
+101.76%
1 Year  
+38.87%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 3.520 3.340
1M High / 1M Low: 4.240 3.340
6M High / 6M Low: 5.440 1.820
High (YTD): 3/22/2024 5.440
Low (YTD): 1/10/2024 1.540
52W High: 3/22/2024 5.440
52W Low: 1/10/2024 1.540
Avg. price 1W:   3.426
Avg. volume 1W:   0.000
Avg. price 1M:   3.757
Avg. volume 1M:   0.000
Avg. price 6M:   3.334
Avg. volume 6M:   0.000
Avg. price 1Y:   2.970
Avg. volume 1Y:   7.843
Volatility 1M:   76.05%
Volatility 6M:   119.20%
Volatility 1Y:   120.44%
Volatility 3Y:   -