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

Frankfurt Zert./SG
05/07/2024  17:51:37 Chg.-0.070 Bid18:34:37 Ask18:34:37 Underlying Strike price Expiration date Option type
1.770EUR -3.80% 1.790
Bid Size: 40,000
1.850
Ask Size: 40,000
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: 13.16
Leverage: Yes

Calculated values

Fair value: 0.77
Intrinsic value: 0.00
Implied volatility: 0.29
Historic volatility: 0.19
Parity: -9.76
Time value: 2.00
Break-even: 3,807.62
Moneyness: 0.73
Premium: 0.45
Premium p.a.: 0.21
Spread abs.: 0.06
Spread %: 3.09%
Delta: 0.34
Theta: -0.35
Omega: 4.53
Rho: 13.82
 

Quote data

Open: 1.840
High: 1.840
Low: 1.770
Previous Close: 1.840
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week
  -24.36%
1 Month  
+3.51%
3 Months     -
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 2.340 1.840
1M High / 1M Low: 2.480 1.670
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   2.042
Avg. volume 1W:   0.000
Avg. price 1M:   2.035
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   135.32%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -