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Soc. Generale Call 2000 AZO 20.12.../  DE000SQ76BV7  /

Frankfurt Zert./SG
2024-06-24  9:05:37 PM Chg.-0.150 Bid9:17:03 PM Ask- Underlying Strike price Expiration date Option type
9.590EUR -1.54% 9.570
Bid Size: 10,000		 -
Ask Size: -		 AutoZone Inc 2,000.00 USD 2024-12-20 Call
 

Master data

WKN: SQ76BV
Issuer: Société Générale
Currency: EUR
Underlying: AutoZone Inc
Type: Warrant
Option type: Call
Strike price: 2,000.00 USD
Maturity: 2024-12-20
Issue date: 2023-01-20
Last trading day: 2024-12-19
Ratio: 100:1
Exercise type: American
Quanto: No
Gearing: 2.87
Leverage: Yes

Calculated values

Fair value: 9.59
Intrinsic value: 9.27
Implied volatility: 0.38
Historic volatility: 0.19
Parity: 9.27
Time value: 0.47
Break-even: 2,845.29
Moneyness: 1.50
Premium: 0.02
Premium p.a.: 0.03
Spread abs.: 0.00
Spread %: 0.00%
Delta: 0.96
Theta: -0.36
Omega: 2.75
Rho: 8.35
 

Quote data

Open: 9.200
High: 9.700
Low: 9.200
Previous Close: 9.740
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week  
+3.68%
1 Month  
+20.18%
3 Months
  -19.21%
YTD  
+47.31%
1 Year  
+52.22%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 9.850 8.560
1M High / 1M Low: 9.850 7.430
6M High / 6M Low: 11.870 6.240
High (YTD): 2024-03-22 11.870
Low (YTD): 2024-01-10 6.240
52W High: 2024-03-22 11.870
52W Low: 2023-10-24 6.230
Avg. price 1W:   9.376
Avg. volume 1W:   0.000
Avg. price 1M:   8.219
Avg. volume 1M:   0.000
Avg. price 6M:   8.955
Avg. volume 6M:   0.000
Avg. price 1Y:   8.011
Avg. volume 1Y:   0.000
Volatility 1M:   89.90%
Volatility 6M:   65.37%
Volatility 1Y:   61.31%
Volatility 3Y:   -