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

EUWAX
7/16/2024  8:47:50 AM Chg.+0.09 Bid12:02:54 PM Ask12:02:54 PM Underlying Strike price Expiration date Option type
2.51EUR +3.72% 2.60
Bid Size: 1,200		 2.97
Ask Size: 1,200		 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: 9.64
Leverage: Yes

Calculated values

Fair value: 2.02
Intrinsic value: 0.84
Implied volatility: 0.31
Historic volatility: 0.19
Parity: 0.84
Time value: 1.96
Break-even: 2,895.09
Moneyness: 1.03
Premium: 0.07
Premium p.a.: 0.18
Spread abs.: 0.10
Spread %: 3.70%
Delta: 0.63
Theta: -0.80
Omega: 6.08
Rho: 6.12
 

Quote data

Open: 2.51
High: 2.51
Low: 2.51
Previous Close: 2.42
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+27.41%
1 Month  
+34.95%
3 Months
  -19.03%
YTD  
+49.40%
1 Year
  -0.79%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 2.42 1.86
1M High / 1M Low: 3.05 1.85
6M High / 6M Low: 5.48 1.67
High (YTD): 3/25/2024 5.48
Low (YTD): 1/11/2024 1.56
52W High: 3/25/2024 5.48
52W Low: 1/11/2024 1.56
Avg. price 1W:   2.11
Avg. volume 1W:   0.00
Avg. price 1M:   2.39
Avg. volume 1M:   0.00
Avg. price 6M:   3.03
Avg. volume 6M:   0.00
Avg. price 1Y:   2.68
Avg. volume 1Y:   0.00
Volatility 1M:   223.60%
Volatility 6M:   154.67%
Volatility 1Y:   130.98%
Volatility 3Y:   -