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

EUWAX
7/29/2024  9:36:17 AM Chg.+0.52 Bid5:16:11 PM Ask5:16:11 PM Underlying Strike price Expiration date Option type
9.37EUR +5.88% 9.53
Bid Size: 10,000
-
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: 2.86
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): 3/25/2024 11.65
Low (YTD): 1/10/2024 5.83
52W High: 3/25/2024 11.65
52W Low: 1/10/2024 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:   -