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

Frankfurt Zert./SG
05/07/2024  21:51:04 Chg.-0.020 Bid21:58:42 Ask21:58:42 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 19/06/2026 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: 19/06/2026
Issue date: 08/04/2024
Last trading day: 18/06/2026
Ratio: 100:1
Exercise type: American
Quanto: No
Gearing: 12.18
Leverage: Yes

Calculated values

Fair value: 0.91
Intrinsic value: 0.00
Implied volatility: 0.29
Historic volatility: 0.19
Parity: -8.84
Time value: 2.16
Break-even: 3,731.12
Moneyness: 0.75
Premium: 0.42
Premium p.a.: 0.20
Spread abs.: 0.06
Spread %: 2.86%
Delta: 0.37
Theta: -0.35
Omega: 4.46
Rho: 14.63
 

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  
+7.03%
3 Months     -
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 2.530 2.000
1M High / 1M Low: 2.670 1.800
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   2.206
Avg. volume 1W:   0.000
Avg. price 1M:   2.197
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   130.00%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -