OverviewChartNewsTraderScreen

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

Frankfurt Zert./SG
12/07/2024  16:38:49 Chg.+0.450 Bid16:59:00 Ask16:59:00 Underlying Strike price Expiration date Option type
2.810EUR +19.07% 2.810
Bid Size: 15,000		 2.930
Ask Size: 15,000		 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: 10.52
Leverage: Yes

Calculated values

Fair value: 2.07
Intrinsic value: 1.67
Implied volatility: 0.32
Historic volatility: 0.19
Parity: 1.67
Time value: 0.85
Break-even: 2,734.99
Moneyness: 1.07
Premium: 0.03
Premium p.a.: 0.18
Spread abs.: 0.11
Spread %: 4.56%
Delta: 0.72
Theta: -1.04
Omega: 7.60
Rho: 3.19
 

Quote data

Open: 2.230
High: 2.810
Low: 2.230
Previous Close: 2.360
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week  
+41.21%
1 Month  
+33.81%
3 Months
  -29.93%
YTD  
+51.89%
1 Year
  -1.40%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 2.360 1.990
1M High / 1M Low: 3.460 1.940
6M High / 6M Low: 5.830 1.750
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:   2.132
Avg. volume 1W:   0.000
Avg. price 1M:   2.550
Avg. volume 1M:   0.000
Avg. price 6M:   3.313
Avg. volume 6M:   0.000
Avg. price 1Y:   2.886
Avg. volume 1Y:   0.000
Volatility 1M:   215.21%
Volatility 6M:   147.63%
Volatility 1Y:   126.70%
Volatility 3Y:   -