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Soc. Generale Call 3200 AZO 17.01.../  DE000SQ61UN6  /

EUWAX
7/30/2024  8:44:28 AM Chg.-0.08 Bid9:43:46 PM Ask9:43:46 PM Underlying Strike price Expiration date Option type
1.84EUR -4.17% 2.09
Bid Size: 20,000		 2.17
Ask Size: 20,000		 AutoZone Inc 3,200.00 USD 1/17/2025 Call
 

Master data

WKN: SQ61UN
Issuer: Société Générale
Currency: EUR
Underlying: AutoZone Inc
Type: Warrant
Option type: Call
Strike price: 3,200.00 USD
Maturity: 1/17/2025
Issue date: 1/5/2023
Last trading day: 1/16/2025
Ratio: 100:1
Exercise type: American
Quanto: No
Gearing: 13.79
Leverage: Yes

Calculated values

Fair value: 1.19
Intrinsic value: 0.00
Implied volatility: 0.30
Historic volatility: 0.19
Parity: -1.18
Time value: 2.06
Break-even: 3,163.70
Moneyness: 0.96
Premium: 0.11
Premium p.a.: 0.26
Spread abs.: 0.08
Spread %: 4.04%
Delta: 0.50
Theta: -0.81
Omega: 6.84
Rho: 5.64
 

Quote data

Open: 1.84
High: 1.84
Low: 1.84
Previous Close: 1.92
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+39.39%
1 Month  
+31.43%
3 Months
  -10.24%
YTD  
+106.74%
1 Year  
+41.54%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 1.92 1.20
1M High / 1M Low: 1.92 0.86
6M High / 6M Low: 3.62 0.77
High (YTD): 3/25/2024 3.62
Low (YTD): 6/7/2024 0.77
52W High: 3/25/2024 3.62
52W Low: 6/7/2024 0.77
Avg. price 1W:   1.50
Avg. volume 1W:   0.00
Avg. price 1M:   1.21
Avg. volume 1M:   0.00
Avg. price 6M:   1.75
Avg. volume 6M:   0.00
Avg. price 1Y:   1.57
Avg. volume 1Y:   0.00
Volatility 1M:   205.96%
Volatility 6M:   195.41%
Volatility 1Y:   161.23%
Volatility 3Y:   -