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Soc. Generale Call 2900 AZO 20.12.../  DE000SQ60U03  /

Frankfurt Zert./SG
2024-05-02  1:14:27 PM Chg.-0.220 Bid2:27:36 PM Ask2:27:36 PM Underlying Strike price Expiration date Option type
3.050EUR -6.73% 3.030
Bid Size: 1,000		 3.400
Ask Size: 1,000		 AutoZone Inc 2,900.00 USD 2024-12-20 Call
 

Master data

WKN: SQ60U0
Issuer: Société Générale
Currency: EUR
Underlying: AutoZone Inc
Type: Warrant
Option type: Call
Strike price: 2,900.00 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: 8.51
Leverage: Yes

Calculated values

Fair value: 2.30
Intrinsic value: 0.44
Implied volatility: 0.31
Historic volatility: 0.20
Parity: 0.44
Time value: 2.79
Break-even: 3,028.97
Moneyness: 1.02
Premium: 0.10
Premium p.a.: 0.16
Spread abs.: 0.07
Spread %: 2.22%
Delta: 0.61
Theta: -0.70
Omega: 5.22
Rho: 8.67
 

Quote data

Open: 3.050
High: 3.050
Low: 3.030
Previous Close: 3.270
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week
  -4.09%
1 Month
  -36.72%
3 Months  
+10.91%
YTD  
+96.77%
1 Year
  -16.67%
3 Years     -
5 Years     -
1W High / 1W Low: 3.420 3.180
1M High / 1M Low: 4.820 3.050
6M High / 6M Low: 5.120 1.400
High (YTD): 2024-03-22 5.120
Low (YTD): 2024-01-10 1.400
52W High: 2024-03-22 5.120
52W Low: 2024-01-10 1.400
Avg. price 1W:   3.263
Avg. volume 1W:   0.000
Avg. price 1M:   3.659
Avg. volume 1M:   0.000
Avg. price 6M:   2.819
Avg. volume 6M:   3.306
Avg. price 1Y:   2.551
Avg. volume 1Y:   1.602
Volatility 1M:   93.37%
Volatility 6M:   118.55%
Volatility 1Y:   114.60%
Volatility 3Y:   -