Soc. Generale Call 2700 AZO 20.09.2024
/ DE000SV7HVG5
Soc. Generale Call 2700 AZO 20.09.../ DE000SV7HVG5 /
2024-07-05 9:38:51 PM |
Chg.+0.050 |
Bid9:59:57 PM |
Ask9:59:57 PM |
Underlying |
Strike price |
Expiration date |
Option type |
1.990EUR |
+2.58% |
1.970 Bid Size: 1,600 |
2.090 Ask Size: 1,600 |
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: |
11.70 |
Leverage: |
Yes |
Calculated values
Fair value: |
1.86 |
Intrinsic value: |
1.34 |
Implied volatility: |
0.29 |
Historic volatility: |
0.19 |
Parity: |
1.34 |
Time value: |
0.91 |
Break-even: |
2,722.58 |
Moneyness: |
1.05 |
Premium: |
0.03 |
Premium p.a.: |
0.17 |
Spread abs.: |
0.12 |
Spread %: |
5.63% |
Delta: |
0.70 |
Theta: |
-0.95 |
Omega: |
8.16 |
Rho: |
3.40 |
Quote data
Open: |
1.920 |
High: |
2.080 |
Low: |
1.860 |
Previous Close: |
1.940 |
Turnover: |
0.000 |
Market phase: |
CL |
All quotes in EUR
Performance
1 Week |
|
|
-34.97% |
1 Month |
|
|
+7.57% |
3 Months |
|
|
-59.80% |
YTD |
|
|
+7.57% |
1 Year |
|
|
-21.65% |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
3.060 |
1.940 |
1M High / 1M Low: |
3.460 |
1.840 |
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: |
|
2.280 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
2.508 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
3.296 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
2.894 |
Avg. volume 1Y: |
|
0.000 |
Volatility 1M: |
|
215.73% |
Volatility 6M: |
|
147.43% |
Volatility 1Y: |
|
126.70% |
Volatility 3Y: |
|
- |