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Soc. Generale Call 2450 AZO 17.01.../  DE000SQ60U52  /

EUWAX
2024-05-22  8:48:58 AM Chg.-0.87 Bid3:13:22 PM Ask3:13:22 PM Underlying Strike price Expiration date Option type
4.71EUR -15.59% 4.80
Bid Size: 750		 5.26
Ask Size: 750		 AutoZone Inc 2,450.00 USD 2025-01-17 Call
 

Master data

WKN: SQ60U5
Issuer: Société Générale
Currency: EUR
Underlying: AutoZone Inc
Type: Warrant
Option type: Call
Strike price: 2,450.00 USD
Maturity: 2025-01-17
Issue date: 2023-01-05
Last trading day: 2025-01-16
Ratio: 100:1
Exercise type: American
Quanto: No
Gearing: 5.14
Leverage: Yes

Calculated values

Fair value: 4.27
Intrinsic value: 3.42
Implied volatility: 0.34
Historic volatility: 0.20
Parity: 3.42
Time value: 1.64
Break-even: 2,763.23
Moneyness: 1.15
Premium: 0.06
Premium p.a.: 0.10
Spread abs.: 0.10
Spread %: 2.02%
Delta: 0.77
Theta: -0.60
Omega: 3.96
Rho: 9.86
 

Quote data

Open: 4.71
High: 4.71
Low: 4.71
Previous Close: 5.58
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -15.14%
1 Month
  -26.75%
3 Months  
+2.84%
YTD  
+29.40%
1 Year
  -14.67%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 5.61 5.42
1M High / 1M Low: 6.43 5.42
6M High / 6M Low: 8.55 3.47
High (YTD): 2024-03-25 8.55
Low (YTD): 2024-01-09 3.47
52W High: 2024-03-25 8.55
52W Low: 2023-06-07 3.31
Avg. price 1W:   5.53
Avg. volume 1W:   0.00
Avg. price 1M:   5.94
Avg. volume 1M:   0.00
Avg. price 6M:   5.52
Avg. volume 6M:   0.00
Avg. price 1Y:   4.90
Avg. volume 1Y:   0.00
Volatility 1M:   53.91%
Volatility 6M:   89.94%
Volatility 1Y:   84.95%
Volatility 3Y:   -