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Soc. Generale Call 3000 AZO 20.12.../  DE000SQ61UJ4  /

EUWAX
11/13/2024  8:44:55 AM Chg.-0.01 Bid7:05:32 PM Ask7:05:32 PM Underlying Strike price Expiration date Option type
2.03EUR -0.49% 2.23
Bid Size: 15,000		 2.46
Ask Size: 15,000		 AutoZone Inc 3,000.00 USD 12/20/2024 Call
 

Master data

WKN: SQ61UJ
Issuer: Société Générale
Currency: EUR
Underlying: AutoZone Inc
Type: Warrant
Option type: Call
Strike price: 3,000.00 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: 12.16
Leverage: Yes

Calculated values

Fair value: 1.90
Intrinsic value: 1.66
Implied volatility: 0.39
Historic volatility: 0.19
Parity: 1.66
Time value: 0.80
Break-even: 3,071.75
Moneyness: 1.06
Premium: 0.03
Premium p.a.: 0.30
Spread abs.: 0.23
Spread %: 10.31%
Delta: 0.71
Theta: -1.86
Omega: 8.62
Rho: 1.90
 

Quote data

Open: 2.03
High: 2.03
Low: 2.03
Previous Close: 2.04
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+72.03%
1 Month  
+1.00%
3 Months
  -30.95%
YTD  
+65.04%
1 Year
  -12.50%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 2.42 1.18
1M High / 1M Low: 2.63 1.15
6M High / 6M Low: 3.12 1.13
High (YTD): 3/25/2024 4.53
Low (YTD): 6/7/2024 1.13
52W High: 3/25/2024 4.53
52W Low: 6/7/2024 1.13
Avg. price 1W:   1.86
Avg. volume 1W:   0.00
Avg. price 1M:   1.94
Avg. volume 1M:   0.00
Avg. price 6M:   2.07
Avg. volume 6M:   0.00
Avg. price 1Y:   2.21
Avg. volume 1Y:   0.00
Volatility 1M:   424.62%
Volatility 6M:   239.49%
Volatility 1Y:   200.23%
Volatility 3Y:   -