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

EUWAX
2024-07-29  8:37:48 AM Chg.+0.12 Bid10:00:34 PM Ask10:00:34 PM Underlying Strike price Expiration date Option type
1.10EUR +12.24% -
Bid Size: -		 -
Ask Size: -		 AutoZone Inc 3,400.00 USD 2024-12-20 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: 2024-12-20
Issue date: 2023-02-15
Last trading day: 2024-12-19
Ratio: 100:1
Exercise type: American
Quanto: No
Gearing: 22.60
Leverage: Yes

Calculated values

Fair value: 0.53
Intrinsic value: 0.00
Implied volatility: 0.31
Historic volatility: 0.19
Parity: -2.85
Time value: 1.26
Break-even: 3,258.82
Moneyness: 0.91
Premium: 0.14
Premium p.a.: 0.41
Spread abs.: 0.06
Spread %: 5.00%
Delta: 0.37
Theta: -0.81
Omega: 8.39
Rho: 3.67
 

Quote data

Open: 1.10
High: 1.10
Low: 1.10
Previous Close: 0.98
Turnover: 0.00
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+54.93%
1 Month  
+54.93%
3 Months
  -0.90%
YTD  
+115.69%
1 Year  
+29.41%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.980 0.630
1M High / 1M Low: 0.980 0.420
6M High / 6M Low: 2.460 0.350
High (YTD): 2024-03-25 2.460
Low (YTD): 2024-06-07 0.350
52W High: 2024-03-25 2.460
52W Low: 2024-06-07 0.350
Avg. price 1W:   0.744
Avg. volume 1W:   0.000
Avg. price 1M:   0.609
Avg. volume 1M:   0.000
Avg. price 6M:   1.036
Avg. volume 6M:   0.000
Avg. price 1Y:   0.958
Avg. volume 1Y:   0.000
Volatility 1M:   251.10%
Volatility 6M:   229.22%
Volatility 1Y:   185.73%
Volatility 3Y:   -