Soc. Generale Call 3900 AZO 20.03.2026
/ DE000SW703W6
Soc. Generale Call 3900 AZO 20.03.../ DE000SW703W6 /
2024-06-21 8:28:43 PM |
Chg.-0.030 |
Bid8:45:15 PM |
Ask8:45:15 PM |
Underlying |
Strike price |
Expiration date |
Option type |
2.060EUR |
-1.44% |
2.060 Bid Size: 35,000 |
2.120 Ask Size: 35,000 |
AutoZone Inc |
3,900.00 USD |
2026-03-20 |
Call |
Master data
WKN: |
SW703W |
Issuer: |
Société Générale |
Currency: |
EUR |
Underlying: |
AutoZone Inc |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
3,900.00 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: |
13.07 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.94 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.28 |
Historic volatility: |
0.19 |
Parity: |
-8.33 |
Time value: |
2.15 |
Break-even: |
3,857.85 |
Moneyness: |
0.77 |
Premium: |
0.37 |
Premium p.a.: |
0.20 |
Spread abs.: |
0.06 |
Spread %: |
2.87% |
Delta: |
0.37 |
Theta: |
-0.39 |
Omega: |
4.77 |
Rho: |
14.15 |
Quote data
Open: |
1.970 |
High: |
2.120 |
Low: |
1.970 |
Previous Close: |
2.090 |
Turnover: |
0.000 |
Market phase: |
PRE CALL |
All quotes in EUR
Performance
1 Week |
|
|
+36.42% |
1 Month |
|
|
+29.56% |
3 Months |
|
|
-32.01% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
2.090 |
1.510 |
1M High / 1M Low: |
2.090 |
1.360 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
1.818 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
1.539 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
136.32% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |