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Soc. Generale Call 3400 AZO 20.12.../  DE000SQ84HY2  /

Frankfurt Zert./SG
9/4/2024  9:41:19 PM Chg.+0.030 Bid9:59:57 PM Ask9:59:57 PM Underlying Strike price Expiration date Option type
1.050EUR +2.94% 1.100
Bid Size: 2,800		 1.200
Ask Size: 2,800		 AutoZone Inc 3,400.00 USD 12/20/2024 Call
 

Master data

WKN: SQ84HY
Issuer: Société Générale
Currency: EUR
Underlying: AutoZone Inc
Type: Warrant
Option type: Call
Strike price: 3,400.00 USD
Maturity: 12/20/2024
Issue date: 2/15/2023
Last trading day: 12/19/2024
Ratio: 100:1
Exercise type: American
Quanto: No
Gearing: 24.93
Leverage: Yes

Calculated values

Fair value: 0.45
Intrinsic value: 0.00
Implied volatility: 0.31
Historic volatility: 0.19
Parity: -2.36
Time value: 1.14
Break-even: 3,191.33
Moneyness: 0.92
Premium: 0.12
Premium p.a.: 0.49
Spread abs.: 0.09
Spread %: 8.57%
Delta: 0.37
Theta: -0.95
Omega: 9.32
Rho: 2.78
 

Quote data

Open: 0.950
High: 1.050
Low: 0.950
Previous Close: 1.020
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week
  -21.05%
1 Month
  -26.06%
3 Months  
+118.75%
YTD  
+101.92%
1 Year  
+7.14%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 1.340 1.020
1M High / 1M Low: 1.490 1.020
6M High / 6M Low: 2.430 0.410
High (YTD): 3/22/2024 2.430
Low (YTD): 6/6/2024 0.410
52W High: 3/22/2024 2.430
52W Low: 6/6/2024 0.410
Avg. price 1W:   1.182
Avg. volume 1W:   0.000
Avg. price 1M:   1.256
Avg. volume 1M:   0.000
Avg. price 6M:   1.165
Avg. volume 6M:   0.000
Avg. price 1Y:   1.030
Avg. volume 1Y:   0.000
Volatility 1M:   135.88%
Volatility 6M:   177.06%
Volatility 1Y:   171.27%
Volatility 3Y:   -