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Soc. Generale Call 3000 AZO 20.12.../  DE000SQ61UJ4  /

Frankfurt Zert./SG
2024-09-25  11:03:20 AM Chg.-0.240 Bid11:44:46 AM Ask11:44:46 AM Underlying Strike price Expiration date Option type
1.490EUR -13.87% 1.490
Bid Size: 2,100		 2.400
Ask Size: 2,100		 AutoZone Inc 3,000.00 USD 2024-12-20 Call
 

Master data

WKN: SQ61UJ
Issuer: Société Générale
Currency: EUR
Underlying: AutoZone Inc
Type: Warrant
Option type: Call
Strike price: 3,000.00 USD
Maturity: 2024-12-20
Issue date: 2023-01-05
Last trading day: 2024-12-19
Ratio: 100:1
Exercise type: American
Quanto: No
Gearing: 12.77
Leverage: Yes

Calculated values

Fair value: 1.26
Intrinsic value: 0.39
Implied volatility: 0.35
Historic volatility: 0.18
Parity: 0.39
Time value: 1.74
Break-even: 2,893.74
Moneyness: 1.01
Premium: 0.06
Premium p.a.: 0.30
Spread abs.: 0.40
Spread %: 23.12%
Delta: 0.59
Theta: -1.17
Omega: 7.48
Rho: 3.25
 

Quote data

Open: 1.360
High: 1.490
Low: 1.360
Previous Close: 1.730
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week
  -33.48%
1 Month
  -45.02%
3 Months
  -26.24%
YTD  
+18.25%
1 Year
  -31.65%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 2.240 1.730
1M High / 1M Low: 3.280 1.730
6M High / 6M Low: 4.230 1.260
High (YTD): 2024-03-22 4.490
Low (YTD): 2024-01-10 1.120
52W High: 2024-03-22 4.490
52W Low: 2024-01-10 1.120
Avg. price 1W:   1.972
Avg. volume 1W:   0.000
Avg. price 1M:   2.564
Avg. volume 1M:   0.000
Avg. price 6M:   2.460
Avg. volume 6M:   0.000
Avg. price 1Y:   2.285
Avg. volume 1Y:   0.000
Volatility 1M:   91.84%
Volatility 6M:   137.06%
Volatility 1Y:   133.73%
Volatility 3Y:   -