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Soc. Generale Call 2750 AZO 20.09.../  DE000SV7HVH3  /

Frankfurt Zert./SG
27/06/2024  21:46:42 Chg.+0.140 Bid21:59:44 Ask21:59:44 Underlying Strike price Expiration date Option type
2.640EUR +5.60% 2.680
Bid Size: 1,200		 2.810
Ask Size: 1,200		 AutoZone Inc 2,750.00 USD 20/09/2024 Call
 

Master data

WKN: SV7HVH
Issuer: Société Générale
Currency: EUR
Underlying: AutoZone Inc
Type: Warrant
Option type: Call
Strike price: 2,750.00 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: 10.31
Leverage: Yes

Calculated values

Fair value: 2.19
Intrinsic value: 1.68
Implied volatility: 0.30
Historic volatility: 0.19
Parity: 1.68
Time value: 0.98
Break-even: 2,840.93
Moneyness: 1.07
Premium: 0.04
Premium p.a.: 0.16
Spread abs.: 0.12
Spread %: 4.72%
Delta: 0.72
Theta: -0.96
Omega: 7.38
Rho: 3.95
 

Quote data

Open: 2.340
High: 2.650
Low: 2.340
Previous Close: 2.500
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week
  -12.87%
1 Month  
+45.86%
3 Months
  -43.83%
YTD  
+60.00%
1 Year  
+28.16%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 3.030 2.500
1M High / 1M Low: 3.170 1.540
6M High / 6M Low: 5.490 1.440
High (YTD): 22/03/2024 5.490
Low (YTD): 10/01/2024 1.440
52W High: 22/03/2024 5.490
52W Low: 10/01/2024 1.440
Avg. price 1W:   2.722
Avg. volume 1W:   0.000
Avg. price 1M:   2.104
Avg. volume 1M:   0.000
Avg. price 6M:   2.980
Avg. volume 6M:   0.000
Avg. price 1Y:   2.638
Avg. volume 1Y:   0.000
Volatility 1M:   204.83%
Volatility 6M:   149.49%
Volatility 1Y:   130.25%
Volatility 3Y:   -