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Soc. Generale Call 2800 AZO 17.01.../  DE000SQ60VC9  /

Frankfurt Zert./SG
2024-09-20  9:38:44 PM Chg.-0.290 Bid9:59:49 PM Ask9:59:49 PM Underlying Strike price Expiration date Option type
3.110EUR -8.53% 3.130
Bid Size: 1,000		 3.310
Ask Size: 1,000		 AutoZone Inc 2,800.00 USD 2025-01-17 Call
 

Master data

WKN: SQ60VC
Issuer: Société Générale
Currency: EUR
Underlying: AutoZone Inc
Type: Warrant
Option type: Call
Strike price: 2,800.00 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: 8.17
Leverage: Yes

Calculated values

Fair value: 2.54
Intrinsic value: 1.98
Implied volatility: 0.34
Historic volatility: 0.18
Parity: 1.98
Time value: 1.33
Break-even: 2,839.23
Moneyness: 1.08
Premium: 0.05
Premium p.a.: 0.16
Spread abs.: 0.18
Spread %: 5.75%
Delta: 0.71
Theta: -0.90
Omega: 5.79
Rho: 5.12
 

Quote data

Open: 3.130
High: 3.380
Low: 3.100
Previous Close: 3.400
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week
  -22.83%
1 Month
  -31.19%
3 Months
  -13.85%
YTD  
+53.96%
1 Year  
+2.30%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 3.950 3.110
1M High / 1M Low: 4.720 3.110
6M High / 6M Low: 5.990 2.220
High (YTD): 2024-03-22 5.990
Low (YTD): 2024-01-10 1.860
52W High: 2024-03-22 5.990
52W Low: 2024-01-10 1.860
Avg. price 1W:   3.546
Avg. volume 1W:   0.000
Avg. price 1M:   4.105
Avg. volume 1M:   0.000
Avg. price 6M:   3.767
Avg. volume 6M:   0.000
Avg. price 1Y:   3.422
Avg. volume 1Y:   0.000
Volatility 1M:   65.01%
Volatility 6M:   106.31%
Volatility 1Y:   107.04%
Volatility 3Y:   -