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Soc. Generale Call 2450 AZO 20.09.../  DE000SV7HVC4  /

Frankfurt Zert./SG
2024-07-26  11:25:00 AM Chg.-0.360 Bid12:00:17 PM Ask- Underlying Strike price Expiration date Option type
5.110EUR -6.58% 5.070
Bid Size: 1,000		 -
Ask Size: -		 AutoZone Inc 2,450.00 USD 2024-09-20 Call
 

Master data

WKN: SV7HVC
Issuer: Société Générale
Currency: EUR
Underlying: AutoZone Inc
Type: Warrant
Option type: Call
Strike price: 2,450.00 USD
Maturity: 2024-09-20
Issue date: 2023-06-15
Last trading day: 2024-09-19
Ratio: 100:1
Exercise type: American
Quanto: No
Gearing: 5.07
Leverage: Yes

Calculated values

Fair value: 5.48
Intrinsic value: 5.35
Implied volatility: 0.29
Historic volatility: 0.19
Parity: 5.35
Time value: 0.16
Break-even: 2,808.77
Moneyness: 1.24
Premium: 0.01
Premium p.a.: 0.04
Spread abs.: 0.00
Spread %: 0.00%
Delta: 0.97
Theta: -0.38
Omega: 4.94
Rho: 3.33
 

Quote data

Open: 5.020
High: 5.120
Low: 4.930
Previous Close: 5.470
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week  
+5.80%
1 Month  
+7.58%
3 Months
  -6.07%
YTD  
+64.31%
1 Year  
+44.35%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 5.470 4.590
1M High / 1M Low: 5.470 3.550
6M High / 6M Low: 7.680 3.480
High (YTD): 2024-03-22 7.680
Low (YTD): 2024-01-10 2.820
52W High: 2024-03-22 7.680
52W Low: 2024-01-10 2.820
Avg. price 1W:   4.886
Avg. volume 1W:   0.000
Avg. price 1M:   4.481
Avg. volume 1M:   0.000
Avg. price 6M:   5.132
Avg. volume 6M:   0.000
Avg. price 1Y:   4.434
Avg. volume 1Y:   0.000
Volatility 1M:   136.34%
Volatility 6M:   114.82%
Volatility 1Y:   102.43%
Volatility 3Y:   -