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Soc. Generale Call 3600 AZO 20.09.../  DE000SV4JJC2  /

EUWAX
30/07/2024  08:51:56 Chg.-0.031 Bid20:32:52 Ask20:32:52 Underlying Strike price Expiration date Option type
0.053EUR -36.90% 0.110
Bid Size: 35,000		 0.140
Ask Size: 35,000		 AutoZone Inc 3,600.00 USD 20/09/2024 Call
 

Master data

WKN: SV4JJC
Issuer: Société Générale
Currency: EUR
Underlying: AutoZone Inc
Type: Warrant
Option type: Call
Strike price: 3,600.00 USD
Maturity: 20/09/2024
Issue date: 19/04/2023
Last trading day: 19/09/2024
Ratio: 100:1
Exercise type: American
Quanto: No
Gearing: 202.86
Leverage: Yes

Calculated values

Fair value: 0.01
Intrinsic value: 0.00
Implied volatility: 0.30
Historic volatility: 0.19
Parity: -4.87
Time value: 0.14
Break-even: 3,341.42
Moneyness: 0.85
Premium: 0.18
Premium p.a.: 2.13
Spread abs.: 0.03
Spread %: 27.27%
Delta: 0.10
Theta: -0.56
Omega: 19.68
Rho: 0.37
 

Quote data

Open: 0.053
High: 0.053
Low: 0.053
Previous Close: 0.084
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+120.83%
1 Month  
+43.24%
3 Months
  -82.33%
YTD
  -64.67%
1 Year
  -86.05%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.092 0.010
1M High / 1M Low: 0.092 0.001
6M High / 6M Low: 1.020 0.001
High (YTD): 25/03/2024 1.020
Low (YTD): 15/07/2024 0.001
52W High: 25/03/2024 1.020
52W Low: 15/07/2024 0.001
Avg. price 1W:   0.045
Avg. volume 1W:   0.000
Avg. price 1M:   0.022
Avg. volume 1M:   0.000
Avg. price 6M:   0.274
Avg. volume 6M:   0.000
Avg. price 1Y:   0.315
Avg. volume 1Y:   0.000
Volatility 1M:   17,874.50%
Volatility 6M:   7,931.88%
Volatility 1Y:   5,624.60%
Volatility 3Y:   -