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Soc. Generale Call 2100 AZO 20.12.../  DE000SV7HVQ4  /

EUWAX
2024-07-05  9:30:01 AM Chg.-0.12 Bid10:00:33 PM Ask10:00:33 PM Underlying Strike price Expiration date Option type
6.72EUR -1.75% -
Bid Size: -		 -
Ask Size: -		 AutoZone Inc 2,100.00 USD 2024-12-20 Call
 

Master data

WKN: SV7HVQ
Issuer: Société Générale
Currency: EUR
Underlying: AutoZone Inc
Type: Warrant
Option type: Call
Strike price: 2,100.00 USD
Maturity: 2024-12-20
Issue date: 2023-06-15
Last trading day: 2024-12-19
Ratio: 100:1
Exercise type: American
Quanto: No
Gearing: 3.59
Leverage: Yes

Calculated values

Fair value: 7.22
Intrinsic value: 6.89
Implied volatility: 0.30
Historic volatility: 0.19
Parity: 6.89
Time value: 0.44
Break-even: 2,675.56
Moneyness: 1.35
Premium: 0.02
Premium p.a.: 0.04
Spread abs.: 0.00
Spread %: 0.00%
Delta: 0.95
Theta: -0.34
Omega: 3.42
Rho: 8.15
 

Quote data

Open: 6.72
High: 6.72
Low: 6.72
Previous Close: 6.84
Turnover: 0.00
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -13.18%
1 Month  
+5.00%
3 Months
  -30.07%
YTD  
+16.67%
1 Year  
+5.99%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 8.05 6.72
1M High / 1M Low: 8.64 6.31
6M High / 6M Low: 11.23 5.48
High (YTD): 2024-03-25 11.23
Low (YTD): 2024-01-10 5.48
52W High: 2024-03-25 11.23
52W Low: 2024-01-10 5.48
Avg. price 1W:   7.13
Avg. volume 1W:   0.00
Avg. price 1M:   7.32
Avg. volume 1M:   0.00
Avg. price 6M:   7.96
Avg. volume 6M:   0.00
Avg. price 1Y:   7.19
Avg. volume 1Y:   0.00
Volatility 1M:   102.61%
Volatility 6M:   81.93%
Volatility 1Y:   72.35%
Volatility 3Y:   -