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

EUWAX
2024-05-17  8:38:19 AM Chg.-0.05 Bid11:26:41 AM Ask11:26:41 AM Underlying Strike price Expiration date Option type
1.01EUR -4.72% 1.03
Bid Size: 3,000		 1.21
Ask Size: 3,000		 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: 23.21
Leverage: Yes

Calculated values

Fair value: 0.52
Intrinsic value: 0.00
Implied volatility: 0.28
Historic volatility: 0.20
Parity: -4.59
Time value: 1.15
Break-even: 3,243.51
Moneyness: 0.85
Premium: 0.22
Premium p.a.: 0.34
Spread abs.: 0.04
Spread %: 3.60%
Delta: 0.32
Theta: -0.53
Omega: 7.48
Rho: 5.01
 

Quote data

Open: 1.01
High: 1.01
Low: 1.01
Previous Close: 1.06
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -21.09%
1 Month
  -21.09%
3 Months  
+20.24%
YTD  
+71.19%
1 Year
  -45.99%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 1.28 1.06
1M High / 1M Low: 1.54 1.06
6M High / 6M Low: 2.68 0.54
High (YTD): 2024-03-25 2.68
Low (YTD): 2024-01-11 0.54
52W High: 2024-03-25 2.68
52W Low: 2024-01-11 0.54
Avg. price 1W:   1.16
Avg. volume 1W:   0.00
Avg. price 1M:   1.28
Avg. volume 1M:   0.00
Avg. price 6M:   1.24
Avg. volume 6M:   0.00
Avg. price 1Y:   1.14
Avg. volume 1Y:   0.00
Volatility 1M:   116.96%
Volatility 6M:   181.83%
Volatility 1Y:   154.85%
Volatility 3Y:   -