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Soc. Generale Call 3400 AZO 17.01.../  DE000SQ84HZ9  /

EUWAX
2024-06-07  8:39:22 AM Chg.-0.040 Bid9:16:59 AM Ask9:16:59 AM Underlying Strike price Expiration date Option type
0.460EUR -8.00% 0.460
Bid Size: 6,600		 0.610
Ask Size: 6,600		 AutoZone Inc 3,400.00 USD 2025-01-17 Call
 

Master data

WKN: SQ84HZ
Issuer: Société Générale
Currency: EUR
Underlying: AutoZone Inc
Type: Warrant
Option type: Call
Strike price: 3,400.00 USD
Maturity: 2025-01-17
Issue date: 2023-02-15
Last trading day: 2025-01-16
Ratio: 100:1
Exercise type: American
Quanto: No
Gearing: 46.15
Leverage: Yes

Calculated values

Fair value: 0.21
Intrinsic value: 0.00
Implied volatility: 0.26
Historic volatility: 0.19
Parity: -5.83
Time value: 0.55
Break-even: 3,176.61
Moneyness: 0.81
Premium: 0.25
Premium p.a.: 0.44
Spread abs.: 0.03
Spread %: 5.77%
Delta: 0.21
Theta: -0.38
Omega: 9.62
Rho: 2.91
 

Quote data

Open: 0.460
High: 0.460
Low: 0.460
Previous Close: 0.500
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -19.30%
1 Month
  -62.60%
3 Months
  -77.78%
YTD
  -22.03%
1 Year
  -22.03%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.570 0.500
1M High / 1M Low: 1.290 0.500
6M High / 6M Low: 2.680 0.500
High (YTD): 2024-03-25 2.680
Low (YTD): 2024-06-06 0.500
52W High: 2024-03-25 2.680
52W Low: 2024-06-06 0.500
Avg. price 1W:   0.528
Avg. volume 1W:   0.000
Avg. price 1M:   0.847
Avg. volume 1M:   0.000
Avg. price 6M:   1.198
Avg. volume 6M:   0.000
Avg. price 1Y:   1.114
Avg. volume 1Y:   0.000
Volatility 1M:   153.73%
Volatility 6M:   187.27%
Volatility 1Y:   154.39%
Volatility 3Y:   -