Soc. Generale Call 2750 AZO 20.09.2024
/ DE000SV7HVH3
Soc. Generale Call 2750 AZO 20.09.../ DE000SV7HVH3 /
7/30/2024 9:40:02 PM |
Chg.+0.220 |
Bid9:59:52 PM |
Ask9:59:52 PM |
Underlying |
Strike price |
Expiration date |
Option type |
3.580EUR |
+6.55% |
3.660 Bid Size: 1,000 |
3.830 Ask Size: 1,000 |
AutoZone Inc |
2,750.00 USD |
9/20/2024 |
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: |
9/20/2024 |
Issue date: |
6/15/2023 |
Last trading day: |
9/19/2024 |
Ratio: |
100:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
8.02 |
Leverage: |
Yes |
Calculated values
Fair value: |
3.16 |
Intrinsic value: |
2.98 |
Implied volatility: |
0.37 |
Historic volatility: |
0.19 |
Parity: |
2.98 |
Time value: |
0.56 |
Break-even: |
2,895.78 |
Moneyness: |
1.12 |
Premium: |
0.02 |
Premium p.a.: |
0.15 |
Spread abs.: |
0.15 |
Spread %: |
4.42% |
Delta: |
0.82 |
Theta: |
-1.21 |
Omega: |
6.55 |
Rho: |
2.80 |
Quote data
Open: |
3.130 |
High: |
3.580 |
Low: |
3.130 |
Previous Close: |
3.360 |
Turnover: |
0.000 |
Market phase: |
CL |
All quotes in EUR
Performance
1 Week |
|
|
+51.69% |
1 Month |
|
|
+33.58% |
3 Months |
|
|
+7.51% |
YTD |
|
|
+116.97% |
1 Year |
|
|
+72.95% |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
3.580 |
2.360 |
1M High / 1M Low: |
3.580 |
1.650 |
6M High / 6M Low: |
5.490 |
1.540 |
High (YTD): |
3/22/2024 |
5.490 |
Low (YTD): |
1/10/2024 |
1.440 |
52W High: |
3/22/2024 |
5.490 |
52W Low: |
1/10/2024 |
1.440 |
Avg. price 1W: |
|
3.180 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
2.390 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
3.049 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
2.650 |
Avg. volume 1Y: |
|
0.000 |
Volatility 1M: |
|
171.25% |
Volatility 6M: |
|
161.04% |
Volatility 1Y: |
|
140.33% |
Volatility 3Y: |
|
- |