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Soc. Generale Call 3600 AZO 20.09.../  DE000SV4JJC2  /

Frankfurt Zert./SG
2024-06-17  9:15:41 AM Chg.-0.053 Bid9:43:10 AM Ask9:43:10 AM Underlying Strike price Expiration date Option type
0.011EUR -82.81% 0.011
Bid Size: 10,000		 0.150
Ask Size: 10,000		 AutoZone Inc 3,600.00 USD 2024-09-20 Call
 

Master data

WKN: SV4JJC
Issuer: Société Générale
Currency: EUR
Underlying: AutoZone Inc
Type: Warrant
Option type: Call
Strike price: 3,600.00 USD
Maturity: 2024-09-20
Issue date: 2023-04-19
Last trading day: 2024-09-19
Ratio: 100:1
Exercise type: American
Quanto: No
Gearing: 267.59
Leverage: Yes

Calculated values

Fair value: 0.01
Intrinsic value: 0.00
Implied volatility: 0.28
Historic volatility: 0.19
Parity: -7.14
Time value: 0.10
Break-even: 3,372.88
Moneyness: 0.79
Premium: 0.27
Premium p.a.: 1.48
Spread abs.: 0.03
Spread %: 47.76%
Delta: 0.06
Theta: -0.26
Omega: 16.95
Rho: 0.42
 

Quote data

Open: 0.008
High: 0.011
Low: 0.008
Previous Close: 0.064
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week
  -80.36%
1 Month
  -95.77%
3 Months
  -98.63%
YTD
  -93.13%
1 Year
  -97.61%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.076 0.056
1M High / 1M Low: 0.280 0.043
6M High / 6M Low: 1.010 0.043
High (YTD): 2024-03-22 1.010
Low (YTD): 2024-05-27 0.043
52W High: 2024-03-22 1.010
52W Low: 2024-05-27 0.043
Avg. price 1W:   0.064
Avg. volume 1W:   0.000
Avg. price 1M:   0.093
Avg. volume 1M:   0.000
Avg. price 6M:   0.356
Avg. volume 6M:   0.000
Avg. price 1Y:   0.383
Avg. volume 1Y:   157.480
Volatility 1M:   573.67%
Volatility 6M:   318.35%
Volatility 1Y:   256.06%
Volatility 3Y:   -