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

Frankfurt Zert./SG
2024-06-27  9:40:02 PM Chg.+0.140 Bid8:45:19 AM Ask8:45:19 AM Underlying Strike price Expiration date Option type
2.830EUR +5.20% 2.720
Bid Size: 1,200		 3.200
Ask Size: 1,200		 AutoZone Inc 2,850.00 USD 2024-12-20 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: 2024-12-20
Issue date: 2023-01-05
Last trading day: 2024-12-19
Ratio: 100:1
Exercise type: American
Quanto: No
Gearing: 9.20
Leverage: Yes

Calculated values

Fair value: 2.23
Intrinsic value: 0.98
Implied volatility: 0.30
Historic volatility: 0.19
Parity: 0.98
Time value: 2.02
Break-even: 2,961.61
Moneyness: 1.04
Premium: 0.07
Premium p.a.: 0.16
Spread abs.: 0.11
Spread %: 3.81%
Delta: 0.64
Theta: -0.75
Omega: 5.91
Rho: 7.06
 

Quote data

Open: 2.580
High: 2.840
Low: 2.580
Previous Close: 2.690
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week
  -9.29%
1 Month  
+32.86%
3 Months
  -39.92%
YTD  
+66.47%
1 Year  
+34.12%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 3.120 2.690
1M High / 1M Low: 3.230 1.820
6M High / 6M Low: 5.440 1.540
High (YTD): 2024-03-22 5.440
Low (YTD): 2024-01-10 1.540
52W High: 2024-03-22 5.440
52W Low: 2024-01-10 1.540
Avg. price 1W:   2.880
Avg. volume 1W:   0.000
Avg. price 1M:   2.336
Avg. volume 1M:   0.000
Avg. price 6M:   3.098
Avg. volume 6M:   7.874
Avg. price 1Y:   2.738
Avg. volume 1Y:   7.813
Volatility 1M:   158.65%
Volatility 6M:   126.86%
Volatility 1Y:   113.51%
Volatility 3Y:   -