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

Frankfurt Zert./SG
7/31/2024  8:47:53 AM Chg.-0.310 Bid7/31/2024 Ask7/31/2024 Underlying Strike price Expiration date Option type
3.670EUR -7.79% 3.670
Bid Size: 1,000		 -
Ask Size: -		 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: 7.17
Leverage: Yes

Calculated values

Fair value: 3.60
Intrinsic value: 3.44
Implied volatility: 0.39
Historic volatility: 0.19
Parity: 3.44
Time value: 0.52
Break-even: 2,891.56
Moneyness: 1.14
Premium: 0.02
Premium p.a.: 0.13
Spread abs.: 0.19
Spread %: 5.04%
Delta: 0.84
Theta: -1.19
Omega: 6.00
Rho: 2.82
 

Quote data

Open: 3.640
High: 3.670
Low: 3.640
Previous Close: 3.980
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week  
+35.42%
1 Month  
+19.93%
3 Months     0.00%
YTD  
+98.38%
1 Year  
+61.67%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 3.980 2.710
1M High / 1M Low: 3.980 1.940
6M High / 6M Low: 5.830 1.810
High (YTD): 3/22/2024 5.830
Low (YTD): 1/10/2024 1.610
52W High: 3/22/2024 5.830
52W Low: 1/10/2024 1.610
Avg. price 1W:   3.552
Avg. volume 1W:   0.000
Avg. price 1M:   2.726
Avg. volume 1M:   0.000
Avg. price 6M:   3.368
Avg. volume 6M:   0.000
Avg. price 1Y:   2.920
Avg. volume 1Y:   0.000
Volatility 1M:   154.61%
Volatility 6M:   148.82%
Volatility 1Y:   131.30%
Volatility 3Y:   -