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

EUWAX
8/14/2024  8:53:25 AM Chg.-0.028 Bid7:31:00 PM Ask7:31:00 PM Underlying Strike price Expiration date Option type
0.022EUR -56.00% 0.110
Bid Size: 25,000		 0.170
Ask Size: 25,000		 AutoZone Inc 3,600.00 USD 9/20/2024 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: 9/20/2024
Issue date: 4/19/2023
Last trading day: 9/19/2024
Ratio: 100:1
Exercise type: American
Quanto: No
Gearing: 220.77
Leverage: Yes

Calculated values

Fair value: 0.01
Intrinsic value: 0.00
Implied volatility: 0.30
Historic volatility: 0.19
Parity: -4.04
Time value: 0.13
Break-even: 3,286.92
Moneyness: 0.88
Premium: 0.15
Premium p.a.: 2.81
Spread abs.: 0.06
Spread %: 96.97%
Delta: 0.10
Theta: -0.70
Omega: 22.54
Rho: 0.28
 

Quote data

Open: 0.022
High: 0.022
Low: 0.022
Previous Close: 0.050
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -76.09%
1 Month  
+57.14%
3 Months
  -90.43%
YTD
  -85.33%
1 Year
  -94.36%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.092 0.023
1M High / 1M Low: 0.092 0.001
6M High / 6M Low: 1.020 0.001
High (YTD): 3/25/2024 1.020
Low (YTD): 7/15/2024 0.001
52W High: 3/25/2024 1.020
52W Low: 7/15/2024 0.001
Avg. price 1W:   0.058
Avg. volume 1W:   0.000
Avg. price 1M:   0.046
Avg. volume 1M:   0.000
Avg. price 6M:   0.255
Avg. volume 6M:   0.000
Avg. price 1Y:   0.302
Avg. volume 1Y:   0.000
Volatility 1M:   3,202.94%
Volatility 6M:   7,935.44%
Volatility 1Y:   5,618.91%
Volatility 3Y:   -