Soc. Generale Call 2050 AZO 20.12.2024
/ DE000SV7HVP6
Soc. Generale Call 2050 AZO 20.12.../ DE000SV7HVP6 /
29/07/2024 09:36:17 |
Chg.+0.52 |
Bid20:56:28 |
Ask20:56:28 |
Underlying |
Strike price |
Expiration date |
Option type |
9.37EUR |
+5.88% |
9.68 Bid Size: 10,000 |
- 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: |
8.27 |
Intrinsic value: |
7.97 |
Implied volatility: |
0.79 |
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.: |
0.19 |
Spread abs.: |
0.00 |
Spread %: |
0.00% |
Delta: |
0.83 |
Theta: |
-1.39 |
Omega: |
2.37 |
Rho: |
5.36 |
Quote data
Open: |
9.37 |
High: |
9.37 |
Low: |
9.37 |
Previous Close: |
8.85 |
Turnover: |
- |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
+15.39% |
1 Month |
|
|
+14.55% |
3 Months |
|
|
+8.32% |
YTD |
|
|
+53.61% |
1 Year |
|
|
+48.49% |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
8.85 |
7.96 |
1M High / 1M Low: |
8.85 |
6.95 |
6M High / 6M Low: |
11.65 |
6.51 |
High (YTD): |
25/03/2024 |
11.65 |
Low (YTD): |
10/01/2024 |
5.83 |
52W High: |
25/03/2024 |
11.65 |
52W Low: |
10/01/2024 |
5.83 |
Avg. price 1W: |
|
8.26 |
Avg. volume 1W: |
|
0.00 |
Avg. price 1M: |
|
7.83 |
Avg. volume 1M: |
|
0.00 |
Avg. price 6M: |
|
8.48 |
Avg. volume 6M: |
|
0.00 |
Avg. price 1Y: |
|
7.64 |
Avg. volume 1Y: |
|
0.00 |
Volatility 1M: |
|
88.34% |
Volatility 6M: |
|
79.36% |
Volatility 1Y: |
|
70.62% |
Volatility 3Y: |
|
- |