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Soc. Generale Call 2900 AZO 20.12.../  DE000SQ60U03  /

EUWAX
01/08/2024  08:43:23 Chg.+0.14 Bid10:20:48 Ask10:20:48 Underlying Strike price Expiration date Option type
3.43EUR +4.26% 3.43
Bid Size: 1,000		 3.84
Ask Size: 1,000		 AutoZone Inc 2,900.00 USD 20/12/2024 Call
 

Master data

WKN: SQ60U0
Issuer: Société Générale
Currency: EUR
Underlying: AutoZone Inc
Type: Warrant
Option type: Call
Strike price: 2,900.00 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: 7.66
Leverage: Yes

Calculated values

Fair value: 2.95
Intrinsic value: 2.16
Implied volatility: 0.34
Historic volatility: 0.19
Parity: 2.16
Time value: 1.62
Break-even: 3,057.27
Moneyness: 1.08
Premium: 0.06
Premium p.a.: 0.15
Spread abs.: 0.11
Spread %: 3.00%
Delta: 0.71
Theta: -0.90
Omega: 5.41
Rho: 6.44
 

Quote data

Open: 3.43
High: 3.43
Low: 3.43
Previous Close: 3.29
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+45.96%
1 Month  
+39.43%
3 Months  
+5.21%
YTD  
+125.66%
1 Year  
+66.50%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 3.29 2.35
1M High / 1M Low: 3.29 1.63
6M High / 6M Low: 5.16 1.47
High (YTD): 25/03/2024 5.16
Low (YTD): 11/01/2024 1.41
52W High: 25/03/2024 5.16
52W Low: 11/01/2024 1.41
Avg. price 1W:   2.95
Avg. volume 1W:   0.00
Avg. price 1M:   2.25
Avg. volume 1M:   0.00
Avg. price 6M:   2.81
Avg. volume 6M:   0.00
Avg. price 1Y:   2.48
Avg. volume 1Y:   0.00
Volatility 1M:   169.86%
Volatility 6M:   164.57%
Volatility 1Y:   139.27%
Volatility 3Y:   -