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Soc. Generale Call 2750 AZO 17.01.../  DE000SQ60VB1  /

Frankfurt Zert./SG
2024-06-18  9:48:47 PM Chg.+0.170 Bid9:59:50 PM Ask9:59:50 PM Underlying Strike price Expiration date Option type
3.770EUR +4.72% -
Bid Size: -		 -
Ask Size: -		 AutoZone Inc 2,750.00 USD 2025-01-17 Call
 

Master data

WKN: SQ60VB
Issuer: Société Générale
Currency: EUR
Underlying: AutoZone Inc
Type: Warrant
Option type: Call
Strike price: 2,750.00 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: 7.32
Leverage: Yes

Calculated values

Fair value: 2.91
Intrinsic value: 1.76
Implied volatility: 0.30
Historic volatility: 0.19
Parity: 1.76
Time value: 1.98
Break-even: 2,934.56
Moneyness: 1.07
Premium: 0.07
Premium p.a.: 0.13
Spread abs.: 0.12
Spread %: 3.31%
Delta: 0.69
Theta: -0.68
Omega: 5.04
Rho: 8.81
 

Quote data

Open: 3.420
High: 3.820
Low: 3.420
Previous Close: 3.600
Turnover: 0.000
Market phase: BOOK
 
  All quotes in EUR

Performance

1 Week  
+36.10%
1 Month
  -0.53%
3 Months
  -33.98%
YTD  
+70.59%
1 Year  
+29.11%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 3.770 2.770
1M High / 1M Low: 3.850 2.480
6M High / 6M Low: 6.330 2.040
High (YTD): 2024-03-22 6.330
Low (YTD): 2024-01-10 2.040
52W High: 2024-03-22 6.330
52W Low: 2024-01-10 2.040
Avg. price 1W:   3.168
Avg. volume 1W:   0.000
Avg. price 1M:   2.855
Avg. volume 1M:   0.000
Avg. price 6M:   3.779
Avg. volume 6M:   1.840
Avg. price 1Y:   3.347
Avg. volume 1Y:   2.070
Volatility 1M:   142.47%
Volatility 6M:   107.10%
Volatility 1Y:   99.26%
Volatility 3Y:   -