Soc. Generale Call 2500 AZO 20.09.2024
/ DE000SV7HVD2
Soc. Generale Call 2500 AZO 20.09.../ DE000SV7HVD2 /
7/30/2024 9:41:45 PM |
Chg.+0.230 |
Bid9:59:53 PM |
Ask- |
Underlying |
Strike price |
Expiration date |
Option type |
5.650EUR |
+4.24% |
- Bid Size: - |
- Ask Size: - |
AutoZone Inc |
2,500.00 USD |
9/20/2024 |
Call |
Master data
WKN: |
SV7HVD |
Issuer: |
Société Générale |
Currency: |
EUR |
Underlying: |
AutoZone Inc |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
2,500.00 USD |
Maturity: |
9/20/2024 |
Issue date: |
6/15/2023 |
Last trading day: |
9/19/2024 |
Ratio: |
100:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
5.23 |
Leverage: |
Yes |
Calculated values
Fair value: |
5.41 |
Intrinsic value: |
5.29 |
Implied volatility: |
0.27 |
Historic volatility: |
0.19 |
Parity: |
5.29 |
Time value: |
0.14 |
Break-even: |
2,853.71 |
Moneyness: |
1.23 |
Premium: |
0.00 |
Premium p.a.: |
0.03 |
Spread abs.: |
0.00 |
Spread %: |
0.00% |
Delta: |
0.98 |
Theta: |
-0.34 |
Omega: |
5.14 |
Rho: |
3.20 |
Quote data
Open: |
4.910 |
High: |
5.650 |
Low: |
4.910 |
Previous Close: |
5.420 |
Turnover: |
0.000 |
Market phase: |
BOOK |
All quotes in EUR
Performance
1 Week |
|
|
+33.25% |
1 Month |
|
|
+23.90% |
3 Months |
|
|
+9.71% |
YTD |
|
|
+99.65% |
1 Year |
|
|
+77.67% |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
5.650 |
4.240 |
1M High / 1M Low: |
5.650 |
3.250 |
6M High / 6M Low: |
7.300 |
3.110 |
High (YTD): |
3/22/2024 |
7.300 |
Low (YTD): |
1/9/2024 |
2.550 |
52W High: |
3/22/2024 |
7.300 |
52W Low: |
1/9/2024 |
2.550 |
Avg. price 1W: |
|
5.178 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
4.230 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
4.784 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
4.134 |
Avg. volume 1Y: |
|
0.000 |
Volatility 1M: |
|
110.00% |
Volatility 6M: |
|
117.87% |
Volatility 1Y: |
|
106.89% |
Volatility 3Y: |
|
- |