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

EUWAX
17/09/2024  08:44:41 Chg.-0.17 Bid19:46:06 Ask19:46:06 Underlying Strike price Expiration date Option type
3.10EUR -5.20% 3.28
Bid Size: 15,000		 3.46
Ask Size: 15,000		 AutoZone Inc 2,850.00 USD 20/12/2024 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: 20/12/2024
Issue date: 05/01/2023
Last trading day: 19/12/2024
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: 3.10
High: 3.10
Low: 3.10
Previous Close: 3.27
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -6.34%
1 Month
  -18.42%
3 Months  
+53.47%
YTD  
+84.52%
1 Year  
+22.53%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 3.37 3.16
1M High / 1M Low: 4.09 3.16
6M High / 6M Low: 5.48 1.67
High (YTD): 25/03/2024 5.48
Low (YTD): 11/01/2024 1.56
52W High: 25/03/2024 5.48
52W Low: 11/01/2024 1.56
Avg. price 1W:   3.28
Avg. volume 1W:   0.00
Avg. price 1M:   3.60
Avg. volume 1M:   0.00
Avg. price 6M:   3.18
Avg. volume 6M:   0.00
Avg. price 1Y:   2.87
Avg. volume 1Y:   0.00
Volatility 1M:   87.90%
Volatility 6M:   130.51%
Volatility 1Y:   135.33%
Volatility 3Y:   -