Soc. Generale Call 2650 AZO 20.09.2024
/ DE000SV7HVF7
Soc. Generale Call 2650 AZO 20.09.../ DE000SV7HVF7 /
| 2024-07-26 9:43:52 AM |
Chg.+0.50 |
Bid6:57:16 PM |
Ask6:57:16 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 3.45EUR |
+16.95% |
4.46
Bid Size: 10,000 |
-
Ask Size: - |
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: |
3.45 |
| High: |
3.45 |
| Low: |
3.45 |
| Previous Close: |
2.95 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+20.63% |
| 1 Month |
|
|
+7.81% |
| 3 Months |
|
|
-6.25% |
| YTD |
|
|
+69.12% |
| 1 Year |
|
|
+33.72% |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
3.07 |
2.81 |
| 1M High / 1M Low: |
3.28 |
2.05 |
| 6M High / 6M Low: |
6.29 |
1.81 |
| High (YTD): |
2024-03-25 |
6.29 |
| Low (YTD): |
2024-01-10 |
1.80 |
| 52W High: |
2024-03-25 |
6.29 |
| 52W Low: |
2024-01-10 |
1.80 |
| Avg. price 1W: |
|
2.94 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
2.74 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
3.53 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
3.11 |
| Avg. volume 1Y: |
|
0.00 |
| Volatility 1M: |
|
160.15% |
| Volatility 6M: |
|
158.42% |
| Volatility 1Y: |
|
135.95% |
| Volatility 3Y: |
|
- |
