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

Frankfurt Zert./SG
05/07/2024  21:40:36 Chg.+0.310 Bid21:59:40 Ask- Underlying Strike price Expiration date Option type
7.540EUR +4.29% 7.540
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: 3.46
Leverage: Yes

Calculated values

Fair value: 5.83
Intrinsic value: 5.47
Implied volatility: 0.64
Historic volatility: 0.19
Parity: 5.47
Time value: 2.04
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: 5.93
 

Quote data

Open: 7.200
High: 7.680
Low: 7.110
Previous Close: 7.230
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week
  -15.94%
1 Month  
+4.29%
3 Months
  -28.80%
YTD  
+22.60%
1 Year  
+13.73%
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): 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:   7.566
Avg. volume 1W:   0.000
Avg. price 1M:   8.191
Avg. volume 1M:   0.000
Avg. price 6M:   8.657
Avg. volume 6M:   0.000
Avg. price 1Y:   7.700
Avg. volume 1Y:   0.000
Volatility 1M:   106.12%
Volatility 6M:   72.30%
Volatility 1Y:   65.45%
Volatility 3Y:   -