OverviewChartNewsTraderScreen

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

Frankfurt Zert./SG
9/6/2024  9:46:46 PM Chg.-0.310 Bid9:59:51 PM Ask- Underlying Strike price Expiration date Option type
9.570EUR -3.14% 9.540
Bid Size: 1,000		 -
Ask Size: -		 AutoZone Inc 2,050.00 - 12/20/2024 Call
 

Master data

WKN: SV7HVP
Issuer: Société Générale
Currency: EUR
Underlying: AutoZone Inc
Type: Warrant
Option type: Call
Strike price: 2,050.00 -
Maturity: 12/20/2024
Issue date: 6/15/2023
Last trading day: 12/19/2024
Ratio: 100:1
Exercise type: American
Quanto: No
Gearing: 2.94
Leverage: Yes

Calculated values

Fair value: 7.60
Intrinsic value: 7.40
Implied volatility: 0.94
Historic volatility: 0.19
Parity: 7.40
Time value: 2.08
Break-even: 2,998.00
Moneyness: 1.36
Premium: 0.07
Premium p.a.: 0.29
Spread abs.: 0.00
Spread %: 0.00%
Delta: 0.81
Theta: -1.95
Omega: 2.39
Rho: 3.75
 

Quote data

Open: 9.410
High: 9.930
Low: 9.410
Previous Close: 9.880
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week
  -7.27%
1 Month
  -6.82%
3 Months  
+26.25%
YTD  
+55.61%
1 Year  
+26.59%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 10.090 9.570
1M High / 1M Low: 10.700 9.570
6M High / 6M Low: 11.440 7.050
High (YTD): 3/22/2024 11.440
Low (YTD): 1/10/2024 5.870
52W High: 3/22/2024 11.440
52W Low: 1/10/2024 5.870
Avg. price 1W:   9.892
Avg. volume 1W:   0.000
Avg. price 1M:   10.152
Avg. volume 1M:   0.000
Avg. price 6M:   9.259
Avg. volume 6M:   0.000
Avg. price 1Y:   8.261
Avg. volume 1Y:   0.000
Volatility 1M:   39.10%
Volatility 6M:   64.44%
Volatility 1Y:   65.86%
Volatility 3Y:   -