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

EUWAX
2024-07-05  9:30:00 AM Chg.-0.10 Bid10:00:33 PM Ask10:00:33 PM Underlying Strike price Expiration date Option type
1.85EUR -5.13% -
Bid Size: -		 -
Ask Size: -		 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: 12.43
Leverage: Yes

Calculated values

Fair value: 1.64
Intrinsic value: 1.06
Implied volatility: 0.30
Historic volatility: 0.19
Parity: 1.06
Time value: 1.03
Break-even: 2,699.90
Moneyness: 1.04
Premium: 0.04
Premium p.a.: 0.21
Spread abs.: 0.12
Spread %: 6.09%
Delta: 0.67
Theta: -1.00
Omega: 8.28
Rho: 3.17
 

Quote data

Open: 1.85
High: 1.85
Low: 1.85
Previous Close: 1.95
Turnover: 0.00
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -29.92%
1 Month  
+12.80%
3 Months
  -60.22%
YTD  
+1.65%
1 Year
  -23.24%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 2.92 1.85
1M High / 1M Low: 3.35 1.64
6M High / 6M Low: 5.91 1.55
High (YTD): 2024-03-25 5.91
Low (YTD): 2024-05-30 1.55
52W High: 2024-03-25 5.91
52W Low: 2024-05-30 1.55
Avg. price 1W:   2.18
Avg. volume 1W:   0.00
Avg. price 1M:   2.38
Avg. volume 1M:   0.00
Avg. price 6M:   3.19
Avg. volume 6M:   0.00
Avg. price 1Y:   2.84
Avg. volume 1Y:   0.00
Volatility 1M:   258.91%
Volatility 6M:   173.50%
Volatility 1Y:   143.94%
Volatility 3Y:   -