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Soc. Generale Call 3400 AZO 20.09.../  DE000SQ84HX4  /

EUWAX
7/30/2024  8:36:57 AM Chg.-0.050 Bid4:21:42 PM Ask4:21:42 PM Underlying Strike price Expiration date Option type
0.240EUR -17.24% 0.250
Bid Size: 35,000		 0.280
Ask Size: 35,000		 AutoZone Inc 3,400.00 USD 9/20/2024 Call
 

Master data

WKN: SQ84HX
Issuer: Société Générale
Currency: EUR
Underlying: AutoZone Inc
Type: Warrant
Option type: Call
Strike price: 3,400.00 USD
Maturity: 9/20/2024
Issue date: 2/15/2023
Last trading day: 9/19/2024
Ratio: 100:1
Exercise type: American
Quanto: No
Gearing: 88.75
Leverage: Yes

Calculated values

Fair value: 0.09
Intrinsic value: 0.00
Implied volatility: 0.28
Historic volatility: 0.19
Parity: -3.03
Time value: 0.32
Break-even: 3,174.56
Moneyness: 0.90
Premium: 0.12
Premium p.a.: 1.19
Spread abs.: 0.03
Spread %: 10.34%
Delta: 0.20
Theta: -0.87
Omega: 17.65
Rho: 0.76
 

Quote data

Open: 0.240
High: 0.240
Low: 0.240
Previous Close: 0.290
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+71.43%
1 Month  
+26.32%
3 Months
  -61.29%
YTD
  -14.29%
1 Year
  -59.32%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.290 0.100
1M High / 1M Low: 0.290 0.057
6M High / 6M Low: 1.710 0.057
High (YTD): 3/25/2024 1.710
Low (YTD): 7/10/2024 0.057
52W High: 3/25/2024 1.710
52W Low: 7/10/2024 0.057
Avg. price 1W:   0.184
Avg. volume 1W:   0.000
Avg. price 1M:   0.134
Avg. volume 1M:   0.000
Avg. price 6M:   0.539
Avg. volume 6M:   0.000
Avg. price 1Y:   0.554
Avg. volume 1Y:   0.000
Volatility 1M:   570.59%
Volatility 6M:   444.01%
Volatility 1Y:   335.52%
Volatility 3Y:   -