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Soc. Generale Call 2650 AZO 20.09.../  DE000SV7HVF7  /

Frankfurt Zert./SG
2024-07-26  11:31:00 AM Chg.-0.260 Bid11:56:34 AM Ask11:56:34 AM Underlying Strike price Expiration date Option type
3.570EUR -6.79% 3.550
Bid Size: 1,000		 4.290
Ask Size: 1,000		 AutoZone Inc 2,650.00 - 2024-09-20 Call
 

Master data

WKN: SV7HVF
Issuer: Société Générale
Currency: EUR
Underlying: AutoZone Inc
Type: Warrant
Option type: Call
Strike price: 2,650.00 -
Maturity: 2024-09-20
Issue date: 2023-06-15
Last trading day: 2024-09-19
Ratio: 100:1
Exercise type: American
Quanto: No
Gearing: 6.90
Leverage: Yes

Calculated values

Fair value: 1.83
Intrinsic value: 1.43
Implied volatility: 0.76
Historic volatility: 0.19
Parity: 1.43
Time value: 2.62
Break-even: 3,055.00
Moneyness: 1.05
Premium: 0.09
Premium p.a.: 0.79
Spread abs.: 0.20
Spread %: 5.19%
Delta: 0.63
Theta: -2.92
Omega: 4.38
Rho: 2.10
 

Quote data

Open: 3.520
High: 3.590
Low: 3.470
Previous Close: 3.830
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week  
+8.84%
1 Month  
+11.56%
3 Months
  -9.62%
YTD  
+72.46%
1 Year  
+38.91%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 3.830 3.070
1M High / 1M Low: 3.830 2.260
6M High / 6M Low: 6.180 2.080
High (YTD): 2024-03-22 6.180
Low (YTD): 2024-01-10 1.830
52W High: 2024-03-22 6.180
52W Low: 2024-01-10 1.830
Avg. price 1W:   3.308
Avg. volume 1W:   0.000
Avg. price 1M:   2.954
Avg. volume 1M:   0.000
Avg. price 6M:   3.684
Avg. volume 6M:   0.000
Avg. price 1Y:   3.185
Avg. volume 1Y:   0.000
Volatility 1M:   172.16%
Volatility 6M:   140.10%
Volatility 1Y:   124.13%
Volatility 3Y:   -