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Soc. Generale Call 2600 AZO 20.09.../  DE000SQ8JRR1  /

Frankfurt Zert./SG
2024-06-21  11:09:55 AM Chg.-0.160 Bid12:03:15 PM Ask2024-06-21 Underlying Strike price Expiration date Option type
4.080EUR -3.77% 4.010
Bid Size: 1,000		 -
Ask Size: -		 AutoZone Inc 2,600.00 USD 2024-09-20 Call
 

Master data

WKN: SQ8JRR
Issuer: Société Générale
Currency: EUR
Underlying: AutoZone Inc
Type: Warrant
Option type: Call
Strike price: 2,600.00 USD
Maturity: 2024-09-20
Issue date: 2023-02-01
Last trading day: 2024-09-19
Ratio: 100:1
Exercise type: American
Quanto: No
Gearing: 6.29
Leverage: Yes

Calculated values

Fair value: 4.08
Intrinsic value: 3.81
Implied volatility: 0.34
Historic volatility: 0.19
Parity: 3.81
Time value: 0.66
Break-even: 2,875.57
Moneyness: 1.16
Premium: 0.02
Premium p.a.: 0.10
Spread abs.: 0.23
Spread %: 5.42%
Delta: 0.84
Theta: -0.83
Omega: 5.28
Rho: 4.77
 

Quote data

Open: 3.830
High: 4.080
Low: 3.830
Previous Close: 4.240
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week  
+41.18%
1 Month  
+34.65%
3 Months
  -35.75%
YTD  
+76.62%
1 Year  
+46.24%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 4.240 2.890
1M High / 1M Low: 4.240 2.390
6M High / 6M Low: 6.540 2.050
High (YTD): 2024-03-22 6.540
Low (YTD): 2024-01-10 2.050
52W High: 2024-03-22 6.540
52W Low: 2024-01-10 2.050
Avg. price 1W:   3.628
Avg. volume 1W:   0.000
Avg. price 1M:   2.846
Avg. volume 1M:   0.000
Avg. price 6M:   3.893
Avg. volume 6M:   0.000
Avg. price 1Y:   3.430
Avg. volume 1Y:   0.000
Volatility 1M:   165.99%
Volatility 6M:   123.59%
Volatility 1Y:   111.68%
Volatility 3Y:   -