Soc. Generale Call 3900 AZO 19.06.../  DE000SW8Q176  /

Frankfurt Zert./SG
26/07/2024  21:41:32 Chg.+0.170 Bid21:59:15 Ask21:59:15 Underlying Strike price Expiration date Option type
2.740EUR +6.61% 2.730
Bid Size: 2,000
2.790
Ask Size: 2,000
AutoZone Inc 3,900.00 USD 19/06/2026 Call
 

Master data

WKN: SW8Q17
Issuer: Société Générale
Currency: EUR
Underlying: AutoZone Inc
Type: Warrant
Option type: Call
Strike price: 3,900.00 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: 10.58
Leverage: Yes

Calculated values

Fair value: 1.15
Intrinsic value: 0.00
Implied volatility: 0.30
Historic volatility: 0.19
Parity: -8.01
Time value: 2.64
Break-even: 3,858.01
Moneyness: 0.78
Premium: 0.38
Premium p.a.: 0.19
Spread abs.: 0.06
Spread %: 2.33%
Delta: 0.40
Theta: -0.40
Omega: 4.26
Rho: 16.34
 

Quote data

Open: 2.480
High: 2.800
Low: 2.440
Previous Close: 2.570
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week  
+23.42%
1 Month  
+26.85%
3 Months  
+7.03%
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 2.570 2.130
1M High / 1M Low: 2.570 1.790
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   2.272
Avg. volume 1W:   0.000
Avg. price 1M:   2.110
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   104.63%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -