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

Frankfurt Zert./SG
05/07/2024  21:38:51 Chg.+0.050 Bid21:59:57 Ask21:59:57 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 20/09/2024 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: 20/09/2024
Issue date: 15/06/2023
Last trading day: 19/09/2024
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  
+8.15%
3 Months
  -59.80%
YTD  
+7.57%
1 Year
  -22.27%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 2.310 1.940
1M High / 1M Low: 3.460 1.840
6M High / 6M Low: 5.830 1.610
High (YTD): 22/03/2024 5.830
Low (YTD): 10/01/2024 1.610
52W High: 22/03/2024 5.830
52W Low: 10/01/2024 1.610
Avg. price 1W:   2.066
Avg. volume 1W:   0.000
Avg. price 1M:   2.515
Avg. volume 1M:   0.000
Avg. price 6M:   3.298
Avg. volume 6M:   0.000
Avg. price 1Y:   2.892
Avg. volume 1Y:   0.000
Volatility 1M:   215.70%
Volatility 6M:   147.36%
Volatility 1Y:   126.72%
Volatility 3Y:   -