Soc. Generale Call 2050 AZO 20.12.2024
/ DE000SV7HVP6
Soc. Generale Call 2050 AZO 20.12.../ DE000SV7HVP6 /
2024-07-08 9:42:11 PM |
Chg.+0.140 |
Bid9:59:49 PM |
Ask- |
Underlying |
Strike price |
Expiration date |
Option type |
7.680EUR |
+1.86% |
7.690 Bid Size: 1,000 |
- Ask Size: - |
AutoZone Inc |
2,050.00 - |
2024-12-20 |
Call |
Master data
WKN: |
SV7HVP |
Issuer: |
Société Générale |
Currency: |
EUR |
Underlying: |
AutoZone Inc |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
2,050.00 - |
Maturity: |
2024-12-20 |
Issue date: |
2023-06-15 |
Last trading day: |
2024-12-19 |
Ratio: |
100:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
3.46 |
Leverage: |
Yes |
Calculated values
Fair value: |
5.86 |
Intrinsic value: |
5.50 |
Implied volatility: |
0.64 |
Historic volatility: |
0.19 |
Parity: |
5.50 |
Time value: |
2.01 |
Break-even: |
2,801.00 |
Moneyness: |
1.27 |
Premium: |
0.08 |
Premium p.a.: |
0.18 |
Spread abs.: |
0.00 |
Spread %: |
0.00% |
Delta: |
0.79 |
Theta: |
-1.11 |
Omega: |
2.73 |
Rho: |
5.89 |
Quote data
Open: |
6.960 |
High: |
7.730 |
Low: |
6.960 |
Previous Close: |
7.540 |
Turnover: |
0.000 |
Market phase: |
CL |
All quotes in EUR
Performance
1 Week |
|
|
-0.65% |
1 Month |
|
|
+1.32% |
3 Months |
|
|
-25.00% |
YTD |
|
|
+24.88% |
1 Year |
|
|
+20.00% |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
8.030 |
7.230 |
1M High / 1M Low: |
9.470 |
7.230 |
6M High / 6M Low: |
11.440 |
5.870 |
High (YTD): |
2024-03-22 |
11.440 |
Low (YTD): |
2024-01-10 |
5.870 |
52W High: |
2024-03-22 |
11.440 |
52W Low: |
2024-01-10 |
5.870 |
Avg. price 1W: |
|
7.566 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
8.270 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
8.657 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
7.709 |
Avg. volume 1Y: |
|
0.000 |
Volatility 1M: |
|
110.40% |
Volatility 6M: |
|
72.30% |
Volatility 1Y: |
|
65.48% |
Volatility 3Y: |
|
- |