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Soc. Generale Call 2900 AZO 17.01.../  DE000SQ60VE5  /

Frankfurt Zert./SG
2024-09-23  10:42:54 AM Chg.-0.100 Bid10:49:36 AM Ask10:49:36 AM Underlying Strike price Expiration date Option type
2.460EUR -3.91% 2.470
Bid Size: 1,300		 2.840
Ask Size: 1,300		 AutoZone Inc 2,900.00 USD 2025-01-17 Call
 

Master data

WKN: SQ60VE
Issuer: Société Générale
Currency: EUR
Underlying: AutoZone Inc
Type: Warrant
Option type: Call
Strike price: 2,900.00 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: 9.95
Leverage: Yes

Calculated values

Fair value: 1.88
Intrinsic value: 1.08
Implied volatility: 0.33
Historic volatility: 0.18
Parity: 1.08
Time value: 1.64
Break-even: 2,870.74
Moneyness: 1.04
Premium: 0.06
Premium p.a.: 0.20
Spread abs.: 0.16
Spread %: 6.25%
Delta: 0.64
Theta: -0.95
Omega: 6.41
Rho: 4.68
 

Quote data

Open: 2.400
High: 2.460
Low: 2.400
Previous Close: 2.560
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week
  -25.45%
1 Month
  -29.71%
3 Months
  -17.45%
YTD  
+48.19%
1 Year
  -6.46%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 3.300 2.560
1M High / 1M Low: 4.120 2.560
6M High / 6M Low: 5.040 1.790
High (YTD): 2024-03-22 5.310
Low (YTD): 2024-01-10 1.530
52W High: 2024-03-22 5.310
52W Low: 2024-01-10 1.530
Avg. price 1W:   2.958
Avg. volume 1W:   0.000
Avg. price 1M:   3.447
Avg. volume 1M:   0.000
Avg. price 6M:   3.165
Avg. volume 6M:   0.000
Avg. price 1Y:   2.907
Avg. volume 1Y:   0.000
Volatility 1M:   71.84%
Volatility 6M:   117.55%
Volatility 1Y:   116.50%
Volatility 3Y:   -