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Soc. Generale Call 2350 AZO 20.09.../  DE000SV7HVB6  /

Frankfurt Zert./SG
26/07/2024  21:47:06 Chg.+0.530 Bid21:59:56 Ask- Underlying Strike price Expiration date Option type
6.900EUR +8.32% -
Bid Size: -		 -
Ask Size: -		 AutoZone Inc 2,350.00 - 20/09/2024 Call
 

Master data

WKN: SV7HVB
Issuer: Société Générale
Currency: EUR
Underlying: AutoZone Inc
Type: Warrant
Option type: Call
Strike price: 2,350.00 -
Maturity: 20/09/2024
Issue date: 15/06/2023
Last trading day: 19/09/2024
Ratio: 100:1
Exercise type: American
Quanto: No
Gearing: 4.12
Leverage: Yes

Calculated values

Fair value: 5.10
Intrinsic value: 4.97
Implied volatility: 0.96
Historic volatility: 0.19
Parity: 4.97
Time value: 1.94
Break-even: 3,041.00
Moneyness: 1.21
Premium: 0.07
Premium p.a.: 0.55
Spread abs.: 0.00
Spread %: 0.00%
Delta: 0.76
Theta: -3.14
Omega: 3.14
Rho: 2.23
 

Quote data

Open: 5.900
High: 7.110
Low: 5.810
Previous Close: 6.370
Turnover: 0.000
Market phase: BOOK
 
  All quotes in EUR

Performance

1 Week  
+20.84%
1 Month  
+17.75%
3 Months  
+5.67%
YTD  
+85.48%
1 Year  
+71.22%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 6.900 5.420
1M High / 1M Low: 6.900 4.230
6M High / 6M Low: 8.490 4.200
High (YTD): 22/03/2024 8.490
Low (YTD): 10/01/2024 3.410
52W High: 22/03/2024 8.490
52W Low: 10/01/2024 3.410
Avg. price 1W:   5.978
Avg. volume 1W:   0.000
Avg. price 1M:   5.316
Avg. volume 1M:   0.000
Avg. price 6M:   5.928
Avg. volume 6M:   0.000
Avg. price 1Y:   5.148
Avg. volume 1Y:   0.000
Volatility 1M:   106.85%
Volatility 6M:   105.03%
Volatility 1Y:   94.75%
Volatility 3Y:   -