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

Frankfurt Zert./SG
03/09/2024  21:35:39 Chg.-0.040 Bid21:59:21 Ask- Underlying Strike price Expiration date Option type
4.290EUR -0.92% 4.330
Bid Size: 1,000		 -
Ask Size: -		 AutoZone Inc 2,650.00 - 20/09/2024 Call
 

Master data

WKN: SV7HVF
Issuer: Société Générale
Currency: EUR
Underlying: AutoZone Inc
Type: Warrant
Option type: Call
Strike price: 2,650.00 -
Maturity: 20/09/2024
Issue date: 15/06/2023
Last trading day: 19/09/2024
Ratio: 100:1
Exercise type: American
Quanto: No
Gearing: 6.00
Leverage: Yes

Calculated values

Fair value: 2.30
Intrinsic value: 2.25
Implied volatility: 1.49
Historic volatility: 0.19
Parity: 2.25
Time value: 2.54
Break-even: 3,129.00
Moneyness: 1.08
Premium: 0.09
Premium p.a.: 5.17
Spread abs.: 0.00
Spread %: 0.00%
Delta: 0.66
Theta: -10.08
Omega: 3.98
Rho: 0.66
 

Quote data

Open: 4.320
High: 4.580
Low: 4.150
Previous Close: 4.330
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week
  -9.30%
1 Month
  -11.36%
3 Months  
+106.25%
YTD  
+107.25%
1 Year  
+54.87%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 4.950 4.330
1M High / 1M Low: 5.020 4.230
6M High / 6M Low: 6.180 2.080
High (YTD): 22/03/2024 6.180
Low (YTD): 10/01/2024 1.830
52W High: 22/03/2024 6.180
52W Low: 10/01/2024 1.830
Avg. price 1W:   4.698
Avg. volume 1W:   0.000
Avg. price 1M:   4.650
Avg. volume 1M:   0.000
Avg. price 6M:   3.958
Avg. volume 6M:   0.000
Avg. price 1Y:   3.405
Avg. volume 1Y:   0.000
Volatility 1M:   88.48%
Volatility 6M:   126.25%
Volatility 1Y:   125.58%
Volatility 3Y:   -