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Soc. Generale Call 2850 AZO 20.09.../  DE000SV7HVJ9  /

Frankfurt Zert./SG
2024-07-26  12:09:45 PM Chg.-0.150 Bid1:08:44 PM Ask1:08:44 PM Underlying Strike price Expiration date Option type
2.220EUR -6.33% 2.220
Bid Size: 1,400		 2.640
Ask Size: 1,400		 AutoZone Inc 2,850.00 USD 2024-09-20 Call
 

Master data

WKN: SV7HVJ
Issuer: Société Générale
Currency: EUR
Underlying: AutoZone Inc
Type: Warrant
Option type: Call
Strike price: 2,850.00 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: 11.17
Leverage: Yes

Calculated values

Fair value: 2.02
Intrinsic value: 1.67
Implied volatility: 0.33
Historic volatility: 0.19
Parity: 1.67
Time value: 0.83
Break-even: 2,876.39
Moneyness: 1.06
Premium: 0.03
Premium p.a.: 0.21
Spread abs.: 0.11
Spread %: 4.60%
Delta: 0.72
Theta: -1.28
Omega: 8.02
Rho: 2.69
 

Quote data

Open: 2.220
High: 2.250
Low: 2.140
Previous Close: 2.370
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week  
+17.46%
1 Month  
+20.00%
3 Months
  -16.23%
YTD  
+72.09%
1 Year  
+21.31%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 2.370 1.660
1M High / 1M Low: 2.370 1.160
6M High / 6M Low: 4.760 1.090
High (YTD): 2024-03-22 4.760
Low (YTD): 2024-06-03 1.090
52W High: 2024-03-22 4.760
52W Low: 2024-06-03 1.090
Avg. price 1W:   1.914
Avg. volume 1W:   0.000
Avg. price 1M:   1.665
Avg. volume 1M:   0.000
Avg. price 6M:   2.444
Avg. volume 6M:   0.000
Avg. price 1Y:   2.145
Avg. volume 1Y:   0.000
Volatility 1M:   233.94%
Volatility 6M:   182.58%
Volatility 1Y:   155.58%
Volatility 3Y:   -