Soc. Generale Call 4000 AZO 20.03.2026
/ DE000SW70ZY1
Soc. Generale Call 4000 AZO 20.03.../ DE000SW70ZY1 /
06/09/2024 08:53:34 |
Chg.-0.05 |
Bid09:55:35 |
Ask09:55:35 |
Underlying |
Strike price |
Expiration date |
Option type |
1.96EUR |
-2.49% |
1.96 Bid Size: 2,000 |
2.22 Ask Size: 2,000 |
AutoZone Inc |
4,000.00 USD |
20/03/2026 |
Call |
Master data
WKN: |
SW70ZY |
Issuer: |
Société Générale |
Currency: |
EUR |
Underlying: |
AutoZone Inc |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
4,000.00 USD |
Maturity: |
20/03/2026 |
Issue date: |
20/03/2024 |
Last trading day: |
19/03/2026 |
Ratio: |
100:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
13.27 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.85 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.29 |
Historic volatility: |
0.19 |
Parity: |
-7.73 |
Time value: |
2.13 |
Break-even: |
3,812.99 |
Moneyness: |
0.79 |
Premium: |
0.35 |
Premium p.a.: |
0.22 |
Spread abs.: |
0.09 |
Spread %: |
4.41% |
Delta: |
0.37 |
Theta: |
-0.42 |
Omega: |
4.87 |
Rho: |
12.66 |
Quote data
Open: |
1.96 |
High: |
1.96 |
Low: |
1.96 |
Previous Close: |
2.01 |
Turnover: |
- |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
-9.68% |
1 Month |
|
|
-6.22% |
3 Months |
|
|
+63.33% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
2.17 |
1.96 |
1M High / 1M Low: |
2.22 |
1.86 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
2.05 |
Avg. volume 1W: |
|
0.00 |
Avg. price 1M: |
|
2.07 |
Avg. volume 1M: |
|
0.00 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
109.17% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |