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Soc. Generale Call 2800 AZO 21.06.../  DE000SQ4FEP0  /

EUWAX
2024-05-27  8:52:54 AM Chg.+0.030 Bid10:00:34 PM Ask10:00:34 PM Underlying Strike price Expiration date Option type
0.480EUR +6.67% -
Bid Size: -		 -
Ask Size: -		 AutoZone Inc 2,800.00 USD 2024-06-21 Call
 

Master data

WKN: SQ4FEP
Issuer: Société Générale
Currency: EUR
Underlying: AutoZone Inc
Type: Warrant
Option type: Call
Strike price: 2,800.00 USD
Maturity: 2024-06-21
Issue date: 2022-11-16
Last trading day: 2024-06-20
Ratio: 100:1
Exercise type: American
Quanto: No
Gearing: 36.27
Leverage: Yes

Calculated values

Fair value: 0.51
Intrinsic value: 0.00
Implied volatility: 0.26
Historic volatility: 0.19
Parity: -0.07
Time value: 0.71
Break-even: 2,652.47
Moneyness: 1.00
Premium: 0.03
Premium p.a.: 0.54
Spread abs.: 0.06
Spread %: 9.23%
Delta: 0.51
Theta: -1.55
Omega: 18.65
Rho: 0.86
 

Quote data

Open: 0.480
High: 0.480
Low: 0.480
Previous Close: 0.450
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -68.21%
1 Month
  -75.51%
3 Months
  -83.28%
YTD
  -50.00%
1 Year
  -73.03%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 1.510 0.450
1M High / 1M Low: 2.240 0.450
6M High / 6M Low: 4.490 0.450
High (YTD): 2024-03-25 4.490
Low (YTD): 2024-05-24 0.450
52W High: 2024-03-25 4.490
52W Low: 2024-05-24 0.450
Avg. price 1W:   0.728
Avg. volume 1W:   0.000
Avg. price 1M:   1.571
Avg. volume 1M:   0.000
Avg. price 6M:   2.002
Avg. volume 6M:   0.000
Avg. price 1Y:   1.792
Avg. volume 1Y:   14.118
Volatility 1M:   247.99%
Volatility 6M:   227.83%
Volatility 1Y:   186.15%
Volatility 3Y:   -