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Soc. Generale Call 3200 AZO 20.09.../  DE000SQ8JRU5  /

Frankfurt Zert./SG
2024-07-31  11:03:18 AM Chg.-0.060 Bid11:58:56 AM Ask11:58:56 AM Underlying Strike price Expiration date Option type
0.790EUR -7.06% 0.760
Bid Size: 4,000		 1.000
Ask Size: 4,000		 AutoZone Inc 3,200.00 USD 2024-09-20 Call
 

Master data

WKN: SQ8JRU
Issuer: Société Générale
Currency: EUR
Underlying: AutoZone Inc
Type: Warrant
Option type: Call
Strike price: 3,200.00 USD
Maturity: 2024-09-20
Issue date: 2023-02-01
Last trading day: 2024-09-19
Ratio: 100:1
Exercise type: American
Quanto: No
Gearing: 31.24
Leverage: Yes

Calculated values

Fair value: 0.53
Intrinsic value: 0.00
Implied volatility: 0.29
Historic volatility: 0.19
Parity: -0.85
Time value: 0.92
Break-even: 3,050.68
Moneyness: 0.97
Premium: 0.06
Premium p.a.: 0.53
Spread abs.: 0.06
Spread %: 6.98%
Delta: 0.43
Theta: -1.30
Omega: 13.49
Rho: 1.61
 

Quote data

Open: 0.730
High: 0.790
Low: 0.730
Previous Close: 0.850
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week  
+79.55%
1 Month  
+33.90%
3 Months
  -31.30%
YTD  
+58.00%
1 Year
  -9.20%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.860 0.440
1M High / 1M Low: 0.860 0.270
6M High / 6M Low: 2.590 0.270
High (YTD): 2024-03-22 2.590
Low (YTD): 2024-07-04 0.270
52W High: 2024-03-22 2.590
52W Low: 2024-07-04 0.270
Avg. price 1W:   0.726
Avg. volume 1W:   0.000
Avg. price 1M:   0.471
Avg. volume 1M:   0.000
Avg. price 6M:   1.020
Avg. volume 6M:   0.000
Avg. price 1Y:   0.953
Avg. volume 1Y:   0.000
Volatility 1M:   299.89%
Volatility 6M:   261.08%
Volatility 1Y:   213.07%
Volatility 3Y:   -