Soc. Generale Call 3800 AZO 19.06.../  DE000SW8Q168  /

Frankfurt Zert./SG
7/5/2024  9:51:04 PM Chg.-0.020 Bid9:58:42 PM Ask9:58:42 PM Underlying Strike price Expiration date Option type
1.980EUR -1.00% 1.980
Bid Size: 2,000
2.040
Ask Size: 2,000
AutoZone Inc 3,800.00 USD 6/19/2026 Call
 

Master data

WKN: SW8Q16
Issuer: Société Générale
Currency: EUR
Underlying: AutoZone Inc
Type: Warrant
Option type: Call
Strike price: 3,800.00 USD
Maturity: 6/19/2026
Issue date: 4/8/2024
Last trading day: 6/18/2026
Ratio: 100:1
Exercise type: American
Quanto: No
Gearing: 12.79
Leverage: Yes

Calculated values

Fair value: 0.83
Intrinsic value: 0.00
Implied volatility: 0.29
Historic volatility: 0.19
Parity: -9.09
Time value: 2.03
Break-even: 3,708.71
Moneyness: 0.74
Premium: 0.43
Premium p.a.: 0.20
Spread abs.: 0.06
Spread %: 3.05%
Delta: 0.35
Theta: -0.34
Omega: 4.53
Rho: 14.02
 

Quote data

Open: 1.990
High: 2.100
Low: 1.950
Previous Close: 2.000
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week
  -21.74%
1 Month  
+3.13%
3 Months     -
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 2.250 1.980
1M High / 1M Low: 2.670 1.880
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   2.096
Avg. volume 1W:   0.000
Avg. price 1M:   2.222
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   131.11%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -