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

Frankfurt Zert./SG
2024-04-30  9:45:29 PM Chg.-0.200 Bid9:59:51 PM Ask9:59:51 PM Underlying Strike price Expiration date Option type
5.580EUR -3.46% 5.570
Bid Size: 600		 5.670
Ask Size: 600		 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: 4.91
Leverage: Yes

Calculated values

Fair value: 4.79
Intrinsic value: 3.81
Implied volatility: 0.34
Historic volatility: 0.20
Parity: 3.81
Time value: 1.83
Break-even: 2,954.76
Moneyness: 1.16
Premium: 0.07
Premium p.a.: 0.09
Spread abs.: 0.09
Spread %: 1.62%
Delta: 0.78
Theta: -0.62
Omega: 3.81
Rho: 11.35
 

Quote data

Open: 5.590
High: 5.750
Low: 5.510
Previous Close: 5.780
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week  
+2.01%
1 Month
  -24.90%
3 Months  
+18.98%
YTD  
+87.88%
1 Year  
+1.27%
3 Years     -
5 Years     -
1W High / 1W Low: 5.780 5.470
1M High / 1M Low: 7.430 5.320
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:   5.582
Avg. volume 1W:   0.000
Avg. price 1M:   6.059
Avg. volume 1M:   0.000
Avg. price 6M:   4.737
Avg. volume 6M:   36.653
Avg. price 1Y:   4.270
Avg. volume 1Y:   17.754
Volatility 1M:   68.04%
Volatility 6M:   90.62%
Volatility 1Y:   89.64%
Volatility 3Y:   -