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Soc. Generale Call 2800 AZO 20.09.../  DE000SQ8JRS9  /

EUWAX
6/10/2024  8:38:22 AM Chg.+0.16 Bid11:42:27 AM Ask11:42:27 AM Underlying Strike price Expiration date Option type
1.31EUR +13.91% 1.35
Bid Size: 2,300		 1.68
Ask Size: 2,300		 AutoZone Inc 2,800.00 USD 9/20/2024 Call
 

Master data

WKN: SQ8JRS
Issuer: Société Générale
Currency: EUR
Underlying: AutoZone Inc
Type: Warrant
Option type: Call
Strike price: 2,800.00 USD
Maturity: 9/20/2024
Issue date: 2/1/2023
Last trading day: 9/19/2024
Ratio: 100:1
Exercise type: American
Quanto: No
Gearing: 16.34
Leverage: Yes

Calculated values

Fair value: 1.17
Intrinsic value: 0.01
Implied volatility: 0.27
Historic volatility: 0.19
Parity: 0.01
Time value: 1.58
Break-even: 2,756.69
Moneyness: 1.00
Premium: 0.06
Premium p.a.: 0.24
Spread abs.: 0.08
Spread %: 5.30%
Delta: 0.56
Theta: -0.84
Omega: 9.12
Rho: 3.61
 

Quote data

Open: 1.31
High: 1.31
Low: 1.31
Previous Close: 1.15
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+5.65%
1 Month
  -54.04%
3 Months
  -68.96%
YTD
  -8.39%
1 Year
  -18.63%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 1.32 1.15
1M High / 1M Low: 2.85 1.15
6M High / 6M Low: 5.16 1.15
High (YTD): 3/25/2024 5.16
Low (YTD): 6/7/2024 1.15
52W High: 3/25/2024 5.16
52W Low: 6/7/2024 1.15
Avg. price 1W:   1.23
Avg. volume 1W:   0.00
Avg. price 1M:   1.77
Avg. volume 1M:   0.00
Avg. price 6M:   2.59
Avg. volume 6M:   0.00
Avg. price 1Y:   2.35
Avg. volume 1Y:   0.00
Volatility 1M:   162.38%
Volatility 6M:   164.91%
Volatility 1Y:   136.84%
Volatility 3Y:   -