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Soc. Generale Call 2050 AZO 20.12.../  DE000SV7HVP6  /

Frankfurt Zert./SG
26/07/2024  21:45:40 Chg.+0.550 Bid21:59:50 Ask- Underlying Strike price Expiration date Option type
9.950EUR +5.85% 9.940
Bid Size: 1,000		 -
Ask Size: -		 AutoZone Inc 2,050.00 - 20/12/2024 Call
 

Master data

WKN: SV7HVP
Issuer: Société Générale
Currency: EUR
Underlying: AutoZone Inc
Type: Warrant
Option type: Call
Strike price: 2,050.00 -
Maturity: 20/12/2024
Issue date: 15/06/2023
Last trading day: 19/12/2024
Ratio: 100:1
Exercise type: American
Quanto: No
Gearing: 2.86
Leverage: Yes

Calculated values

Fair value: 8.26
Intrinsic value: 7.97
Implied volatility: 0.78
Historic volatility: 0.19
Parity: 7.97
Time value: 1.98
Break-even: 3,045.00
Moneyness: 1.39
Premium: 0.07
Premium p.a.: 0.18
Spread abs.: 0.00
Spread %: 0.00%
Delta: 0.83
Theta: -1.37
Omega: 2.36
Rho: 5.43
 

Quote data

Open: 8.930
High: 10.040
Low: 8.860
Previous Close: 9.400
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week  
+14.11%
1 Month  
+10.93%
3 Months  
+8.03%
YTD  
+61.79%
1 Year  
+58.69%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 9.950 8.440
1M High / 1M Low: 9.950 7.230
6M High / 6M Low: 11.440 7.050
High (YTD): 22/03/2024 11.440
Low (YTD): 10/01/2024 5.870
52W High: 22/03/2024 11.440
52W Low: 10/01/2024 5.870
Avg. price 1W:   9.016
Avg. volume 1W:   0.000
Avg. price 1M:   8.364
Avg. volume 1M:   0.000
Avg. price 6M:   8.854
Avg. volume 6M:   0.000
Avg. price 1Y:   7.825
Avg. volume 1Y:   0.000
Volatility 1M:   85.80%
Volatility 6M:   71.59%
Volatility 1Y:   66.13%
Volatility 3Y:   -