Soc. Generale Call 2700 AZO 20.09.2024
/ DE000SV7HVG5
Soc. Generale Call 2700 AZO 20.09.../ DE000SV7HVG5 /
| 2024-06-26 9:41:03 PM |
Chg.-0.090 |
Bid9:59:54 PM |
Ask9:59:54 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.820EUR |
-3.09% |
2.920
Bid Size: 1,100 |
3.050
Ask Size: 1,100 |
AutoZone Inc |
2,700.00 USD |
2024-09-20 |
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: |
2024-09-20 |
| Issue date: |
2023-06-15 |
| Last trading day: |
2024-09-19 |
| Ratio: |
100:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
8.99 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
2.62 |
| Intrinsic value: |
2.21 |
| Implied volatility: |
0.31 |
| Historic volatility: |
0.19 |
| Parity: |
2.21 |
| Time value: |
0.84 |
| Break-even: |
2,826.21 |
| Moneyness: |
1.09 |
| Premium: |
0.03 |
| Premium p.a.: |
0.14 |
| Spread abs.: |
0.13 |
| Spread %: |
4.45% |
| Delta: |
0.76 |
| Theta: |
-0.91 |
| Omega: |
6.81 |
| Rho: |
4.17 |
Quote data
| Open: |
2.660 |
| High: |
2.910 |
| Low: |
2.600 |
| Previous Close: |
2.910 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
-18.50% |
| 1 Month |
|
|
+47.64% |
| 3 Months |
|
|
-49.01% |
| YTD |
|
|
+52.43% |
| 1 Year |
|
|
+22.61% |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
3.460 |
2.820 |
| 1M High / 1M Low: |
3.460 |
1.810 |
| 6M High / 6M Low: |
5.830 |
1.610 |
| High (YTD): |
2024-03-22 |
5.830 |
| Low (YTD): |
2024-01-10 |
1.610 |
| 52W High: |
2024-03-22 |
5.830 |
| 52W Low: |
2024-01-10 |
1.610 |
| Avg. price 1W: |
|
3.154 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
2.364 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
3.271 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
2.894 |
| Avg. volume 1Y: |
|
0.000 |
| Volatility 1M: |
|
184.05% |
| Volatility 6M: |
|
138.06% |
| Volatility 1Y: |
|
122.43% |
| Volatility 3Y: |
|
- |
