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

Frankfurt Zert./SG
7/29/2024  8:56:14 AM Chg.-0.450 Bid9:49:46 AM Ask- Underlying Strike price Expiration date Option type
3.840EUR -10.49% 3.810
Bid Size: 1,000		 -
Ask Size: -		 AutoZone Inc 2,650.00 - 9/20/2024 Call
 

Master data

WKN: SV7HVF
Issuer: Société Générale
Currency: EUR
Underlying: AutoZone Inc
Type: Warrant
Option type: Call
Strike price: 2,650.00 -
Maturity: 9/20/2024
Issue date: 6/15/2023
Last trading day: 9/19/2024
Ratio: 100:1
Exercise type: American
Quanto: No
Gearing: 6.73
Leverage: Yes

Calculated values

Fair value: 2.26
Intrinsic value: 1.97
Implied volatility: 0.74
Historic volatility: 0.19
Parity: 1.97
Time value: 2.26
Break-even: 3,073.00
Moneyness: 1.07
Premium: 0.08
Premium p.a.: 0.69
Spread abs.: -0.07
Spread %: -1.63%
Delta: 0.66
Theta: -2.90
Omega: 4.45
Rho: 2.12
 

Quote data

Open: 3.830
High: 3.840
Low: 3.830
Previous Close: 4.290
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week  
+17.07%
1 Month  
+11.95%
3 Months
  -8.79%
YTD  
+85.51%
1 Year  
+52.99%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 4.290 3.070
1M High / 1M Low: 4.290 2.260
6M High / 6M Low: 6.180 2.080
High (YTD): 3/22/2024 6.180
Low (YTD): 1/10/2024 1.830
52W High: 3/22/2024 6.180
52W Low: 1/10/2024 1.830
Avg. price 1W:   3.510
Avg. volume 1W:   0.000
Avg. price 1M:   2.965
Avg. volume 1M:   0.000
Avg. price 6M:   3.693
Avg. volume 6M:   0.000
Avg. price 1Y:   3.197
Avg. volume 1Y:   0.000
Volatility 1M:   145.22%
Volatility 6M:   140.87%
Volatility 1Y:   124.89%
Volatility 3Y:   -