Soc. Generale Call 2350 AZO 20.09.2024
/ DE000SV7HVB6
Soc. Generale Call 2350 AZO 20.09.../ DE000SV7HVB6 /
7/30/2024 2:29:35 PM |
Chg.-0.340 |
Bid2:55:09 PM |
Ask- |
Underlying |
Strike price |
Expiration date |
Option type |
6.400EUR |
-5.04% |
6.390 Bid Size: 1,000 |
- Ask Size: - |
AutoZone Inc |
2,350.00 - |
9/20/2024 |
Call |
Master data
WKN: |
SV7HVB |
Issuer: |
Société Générale |
Currency: |
EUR |
Underlying: |
AutoZone Inc |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
2,350.00 - |
Maturity: |
9/20/2024 |
Issue date: |
6/15/2023 |
Last trading day: |
9/19/2024 |
Ratio: |
100:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
4.19 |
Leverage: |
Yes |
Calculated values
Fair value: |
5.02 |
Intrinsic value: |
4.90 |
Implied volatility: |
0.97 |
Historic volatility: |
0.19 |
Parity: |
4.90 |
Time value: |
1.87 |
Break-even: |
3,027.00 |
Moneyness: |
1.21 |
Premium: |
0.07 |
Premium p.a.: |
0.56 |
Spread abs.: |
0.00 |
Spread %: |
0.00% |
Delta: |
0.76 |
Theta: |
-3.22 |
Omega: |
3.20 |
Rho: |
2.12 |
Quote data
Open: |
6.250 |
High: |
6.410 |
Low: |
6.250 |
Previous Close: |
6.740 |
Turnover: |
0.000 |
Market phase: |
PRE CALL |
All quotes in EUR
Performance
1 Week |
|
|
+18.08% |
1 Month |
|
|
+9.22% |
3 Months |
|
|
+0.63% |
YTD |
|
|
+72.04% |
1 Year |
|
|
+58.81% |
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): |
3/22/2024 |
8.490 |
Low (YTD): |
1/10/2024 |
3.410 |
52W High: |
3/22/2024 |
8.490 |
52W Low: |
1/10/2024 |
3.410 |
Avg. price 1W: |
|
6.184 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
5.383 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
5.939 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
5.154 |
Avg. volume 1Y: |
|
0.000 |
Volatility 1M: |
|
105.24% |
Volatility 6M: |
|
104.85% |
Volatility 1Y: |
|
94.60% |
Volatility 3Y: |
|
- |