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

Frankfurt Zert./SG
2024-07-26  12:13:39 PM Chg.-0.210 Bid1:02:51 PM Ask1:02:51 PM Underlying Strike price Expiration date Option type
3.240EUR -6.09% 3.250
Bid Size: 1,000		 3.830
Ask Size: 1,000		 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: 7.69
Leverage: Yes

Calculated values

Fair value: 3.23
Intrinsic value: 3.05
Implied volatility: 0.37
Historic volatility: 0.19
Parity: 3.05
Time value: 0.58
Break-even: 2,851.16
Moneyness: 1.12
Premium: 0.02
Premium p.a.: 0.14
Spread abs.: 0.15
Spread %: 4.31%
Delta: 0.82
Theta: -1.16
Omega: 6.28
Rho: 2.94
 

Quote data

Open: 3.220
High: 3.280
Low: 3.160
Previous Close: 3.450
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week  
+11.72%
1 Month  
+14.89%
3 Months
  -10.00%
YTD  
+75.14%
1 Year  
+37.29%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 3.450 2.620
1M High / 1M Low: 3.450 1.940
6M High / 6M Low: 5.830 1.810
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:   2.914
Avg. volume 1W:   0.000
Avg. price 1M:   2.601
Avg. volume 1M:   0.000
Avg. price 6M:   3.350
Avg. volume 6M:   0.000
Avg. price 1Y:   2.902
Avg. volume 1Y:   0.000
Volatility 1M:   190.96%
Volatility 6M:   149.49%
Volatility 1Y:   130.84%
Volatility 3Y:   -