OverviewChartNewsTraderScreen

Soc. Generale Call 2550 AZO 17.01.../  DE000SQ60U78  /

Frankfurt Zert./SG
6/7/2024  9:45:48 PM Chg.+0.270 Bid9:59:53 PM Ask9:59:53 PM Underlying Strike price Expiration date Option type
3.940EUR +7.36% 3.960
Bid Size: 800		 4.070
Ask Size: 800		 AutoZone Inc 2,550.00 USD 1/17/2025 Call
 

Master data

WKN: SQ60U7
Issuer: Société Générale
Currency: EUR
Underlying: AutoZone Inc
Type: Warrant
Option type: Call
Strike price: 2,550.00 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: 6.36
Leverage: Yes

Calculated values

Fair value: 3.29
Intrinsic value: 2.32
Implied volatility: 0.31
Historic volatility: 0.19
Parity: 2.32
Time value: 1.76
Break-even: 2,768.77
Moneyness: 1.10
Premium: 0.07
Premium p.a.: 0.11
Spread abs.: 0.11
Spread %: 2.77%
Delta: 0.72
Theta: -0.63
Omega: 4.60
Rho: 8.99
 

Quote data

Open: 3.440
High: 3.980
Low: 3.440
Previous Close: 3.670
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week  
+5.07%
1 Month
  -27.84%
3 Months
  -38.34%
YTD  
+32.66%
1 Year  
+32.66%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 3.940 3.600
1M High / 1M Low: 5.610 3.600
6M High / 6M Low: 7.660 2.700
High (YTD): 3/22/2024 7.660
Low (YTD): 1/10/2024 2.700
52W High: 3/22/2024 7.660
52W Low: 1/10/2024 2.700
Avg. price 1W:   3.754
Avg. volume 1W:   0.000
Avg. price 1M:   4.401
Avg. volume 1M:   0.000
Avg. price 6M:   4.852
Avg. volume 6M:   36.360
Avg. price 1Y:   4.274
Avg. volume 1Y:   17.754
Volatility 1M:   90.15%
Volatility 6M:   92.50%
Volatility 1Y:   88.41%
Volatility 3Y:   -