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Soc. Generale Call 2700 AZO 20.09.../  DE000SV7HVG5  /

EUWAX
7/12/2024  10:23:27 AM Chg.+0.26 Bid5:21:03 PM Ask5:21:03 PM Underlying Strike price Expiration date Option type
2.30EUR +12.75% 2.74
Bid Size: 15,000		 2.86
Ask Size: 15,000		 AutoZone Inc 2,700.00 USD 9/20/2024 Call
 

Master data

WKN: SV7HVG
Issuer: Société Générale
Currency: EUR
Underlying: AutoZone Inc
Type: Warrant
Option type: Call
Strike price: 2,700.00 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: 10.52
Leverage: Yes

Calculated values

Fair value: 2.07
Intrinsic value: 1.67
Implied volatility: 0.32
Historic volatility: 0.19
Parity: 1.67
Time value: 0.85
Break-even: 2,734.99
Moneyness: 1.07
Premium: 0.03
Premium p.a.: 0.18
Spread abs.: 0.11
Spread %: 4.56%
Delta: 0.72
Theta: -1.04
Omega: 7.60
Rho: 3.19
 

Quote data

Open: 2.26
High: 2.30
Low: 2.26
Previous Close: 2.04
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+24.32%
1 Month  
+20.42%
3 Months
  -42.64%
YTD  
+26.37%
1 Year
  -18.73%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 2.13 1.74
1M High / 1M Low: 3.35 1.74
6M High / 6M Low: 5.91 1.55
High (YTD): 3/25/2024 5.91
Low (YTD): 5/30/2024 1.55
52W High: 3/25/2024 5.91
52W Low: 5/30/2024 1.55
Avg. price 1W:   1.91
Avg. volume 1W:   0.00
Avg. price 1M:   2.41
Avg. volume 1M:   0.00
Avg. price 6M:   3.21
Avg. volume 6M:   0.00
Avg. price 1Y:   2.83
Avg. volume 1Y:   0.00
Volatility 1M:   257.53%
Volatility 6M:   174.82%
Volatility 1Y:   144.33%
Volatility 3Y:   -