Soc. Generale Call 4100 AZO 20.03.../  DE000SW70ZZ8  /

Frankfurt Zert./SG
2024-07-05  9:51:20 PM Chg.-0.090 Bid9:58:41 PM Ask9:58:41 PM Underlying Strike price Expiration date Option type
1.180EUR -7.09% 1.180
Bid Size: 3,000
1.220
Ask Size: 3,000
AutoZone Inc 4,100.00 USD 2026-03-20 Call
 

Master data

WKN: SW70ZZ
Issuer: Société Générale
Currency: EUR
Underlying: AutoZone Inc
Type: Warrant
Option type: Call
Strike price: 4,100.00 USD
Maturity: 2026-03-20
Issue date: 2024-03-20
Last trading day: 2026-03-19
Ratio: 100:1
Exercise type: American
Quanto: No
Gearing: 18.80
Leverage: Yes

Calculated values

Fair value: 0.41
Intrinsic value: 0.00
Implied volatility: 0.29
Historic volatility: 0.19
Parity: -11.61
Time value: 1.40
Break-even: 3,932.63
Moneyness: 0.69
Premium: 0.49
Premium p.a.: 0.27
Spread abs.: 0.05
Spread %: 3.70%
Delta: 0.27
Theta: -0.33
Omega: 5.12
Rho: 9.86
 

Quote data

Open: 1.270
High: 1.270
Low: 1.160
Previous Close: 1.270
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week
  -29.34%
1 Month  
+2.61%
3 Months
  -51.24%
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 1.520 1.180
1M High / 1M Low: 1.790 1.150
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   1.344
Avg. volume 1W:   0.000
Avg. price 1M:   1.435
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   161.66%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -