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Soc. Generale Call 2550 AZO 17.01.../  DE000SQ60U78  /

Frankfurt Zert./SG
2024-05-17  9:50:19 PM Chg.+0.120 Bid9:59:36 PM Ask9:59:36 PM Underlying Strike price Expiration date Option type
5.050EUR +2.43% 5.060
Bid Size: 750		 5.160
Ask Size: 750		 AutoZone Inc 2,550.00 USD 2025-01-17 Call
 

Master data

WKN: SQ60U7
Issuer: Société Générale
Currency: EUR
Underlying: AutoZone Inc
Type: Warrant
Option type: Call
Strike price: 2,550.00 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: 5.21
Leverage: Yes

Calculated values

Fair value: 4.30
Intrinsic value: 3.38
Implied volatility: 0.34
Historic volatility: 0.19
Parity: 3.38
Time value: 1.77
Break-even: 2,861.18
Moneyness: 1.14
Premium: 0.07
Premium p.a.: 0.10
Spread abs.: 0.10
Spread %: 1.98%
Delta: 0.76
Theta: -0.63
Omega: 3.98
Rho: 10.27
 

Quote data

Open: 4.730
High: 5.050
Low: 4.730
Previous Close: 4.930
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week
  -9.34%
1 Month
  -12.33%
3 Months  
+26.25%
YTD  
+70.03%
1 Year
  -0.39%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 5.260 4.930
1M High / 1M Low: 5.950 4.930
6M High / 6M Low: 7.660 2.700
High (YTD): 2024-03-22 7.660
Low (YTD): 2024-01-10 2.700
52W High: 2024-03-22 7.660
52W Low: 2024-01-10 2.700
Avg. price 1W:   5.094
Avg. volume 1W:   0.000
Avg. price 1M:   5.507
Avg. volume 1M:   0.000
Avg. price 6M:   4.856
Avg. volume 6M:   36.653
Avg. price 1Y:   4.265
Avg. volume 1Y:   17.754
Volatility 1M:   50.47%
Volatility 6M:   89.53%
Volatility 1Y:   89.67%
Volatility 3Y:   -