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

EUWAX
2024-07-30  9:39:13 AM Chg.-0.06 Bid2:41:37 PM Ask2:41:37 PM Underlying Strike price Expiration date Option type
3.13EUR -1.88% 3.21
Bid Size: 1,000		 3.79
Ask Size: 1,000		 AutoZone Inc 2,750.00 USD 2024-09-20 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: 2024-09-20
Issue date: 2023-06-15
Last trading day: 2024-09-19
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: 3.13
High: 3.13
Low: 3.13
Previous Close: 3.19
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+32.07%
1 Month  
+36.09%
3 Months
  -7.40%
YTD  
+93.21%
1 Year  
+47.64%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 3.26 2.11
1M High / 1M Low: 3.26 1.46
6M High / 6M Low: 5.54 1.31
High (YTD): 2024-03-25 5.54
Low (YTD): 2024-05-30 1.31
52W High: 2024-03-25 5.54
52W Low: 2024-05-30 1.31
Avg. price 1W:   2.64
Avg. volume 1W:   0.00
Avg. price 1M:   2.14
Avg. volume 1M:   0.00
Avg. price 6M:   2.90
Avg. volume 6M:   0.00
Avg. price 1Y:   2.58
Avg. volume 1Y:   0.00
Volatility 1M:   251.53%
Volatility 6M:   193.22%
Volatility 1Y:   160.49%
Volatility 3Y:   -