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Soc. Generale Call 2700 AZO 17.01.../  DE000SQ60VA3  /

EUWAX
2024-06-21  8:43:43 AM Chg.+0.64 Bid6:44:51 PM Ask6:44:51 PM Underlying Strike price Expiration date Option type
3.95EUR +19.34% 4.12
Bid Size: 15,000		 4.25
Ask Size: 15,000		 AutoZone Inc 2,700.00 USD 2025-01-17 Call
 

Master data

WKN: SQ60VA
Issuer: Société Générale
Currency: EUR
Underlying: AutoZone Inc
Type: Warrant
Option type: Call
Strike price: 2,700.00 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: 6.49
Leverage: Yes

Calculated values

Fair value: 3.77
Intrinsic value: 2.88
Implied volatility: 0.28
Historic volatility: 0.19
Parity: 2.88
Time value: 1.45
Break-even: 2,954.97
Moneyness: 1.11
Premium: 0.05
Premium p.a.: 0.09
Spread abs.: 0.13
Spread %: 3.10%
Delta: 0.76
Theta: -0.61
Omega: 4.94
Rho: 9.83
 

Quote data

Open: 3.95
High: 3.95
Low: 3.95
Previous Close: 3.31
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+51.34%
1 Month  
+7.05%
3 Months
  -35.03%
YTD  
+71.74%
1 Year  
+33.90%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 3.78 2.61
1M High / 1M Low: 3.78 2.34
6M High / 6M Low: 6.57 2.10
High (YTD): 2024-03-25 6.57
Low (YTD): 2024-01-11 2.10
52W High: 2024-03-25 6.57
52W Low: 2024-01-11 2.10
Avg. price 1W:   3.23
Avg. volume 1W:   0.00
Avg. price 1M:   2.77
Avg. volume 1M:   36.52
Avg. price 6M:   3.76
Avg. volume 6M:   32.04
Avg. price 1Y:   3.45
Avg. volume 1Y:   127.18
Volatility 1M:   177.31%
Volatility 6M:   114.95%
Volatility 1Y:   101.97%
Volatility 3Y:   -