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Soc. Generale Call 2300 AZO 17.01.../  DE000SQ60U29  /

Frankfurt Zert./SG
5/17/2024  11:03:45 AM Chg.-0.350 Bid11:24:57 AM Ask- Underlying Strike price Expiration date Option type
6.190EUR -5.35% 6.200
Bid Size: 500		 -
Ask Size: -		 AutoZone Inc 2,300.00 USD 1/17/2025 Call
 

Master data

WKN: SQ60U2
Issuer: Société Générale
Currency: EUR
Underlying: AutoZone Inc
Type: Warrant
Option type: Call
Strike price: 2,300.00 USD
Maturity: 1/17/2025
Issue date: 1/5/2023
Last trading day: 1/16/2025
Ratio: 100:1
Exercise type: American
Quanto: No
Gearing: 4.07
Leverage: Yes

Calculated values

Fair value: 6.15
Intrinsic value: 5.53
Implied volatility: 0.31
Historic volatility: 0.20
Parity: 5.53
Time value: 1.03
Break-even: 2,772.34
Moneyness: 1.26
Premium: 0.04
Premium p.a.: 0.06
Spread abs.: 0.00
Spread %: 0.00%
Delta: 0.87
Theta: -0.47
Omega: 3.55
Rho: 11.21
 

Quote data

Open: 6.130
High: 6.190
Low: 6.130
Previous Close: 6.540
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week
  -14.86%
1 Month
  -14.03%
3 Months  
+9.56%
YTD  
+42.63%
1 Year
  -5.06%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 7.270 6.540
1M High / 1M Low: 7.610 6.540
6M High / 6M Low: 9.390 4.090
High (YTD): 3/22/2024 9.390
Low (YTD): 1/10/2024 4.090
52W High: 3/22/2024 9.390
52W Low: 6/7/2023 3.730
Avg. price 1W:   6.840
Avg. volume 1W:   0.000
Avg. price 1M:   7.183
Avg. volume 1M:   11.429
Avg. price 6M:   6.435
Avg. volume 6M:   24.323
Avg. price 1Y:   5.638
Avg. volume 1Y:   30.688
Volatility 1M:   43.48%
Volatility 6M:   74.68%
Volatility 1Y:   77.79%
Volatility 3Y:   -