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

Frankfurt Zert./SG
06/09/2024  21:49:20 Chg.-0.290 Bid21:59:58 Ask21:59:58 Underlying Strike price Expiration date Option type
2.270EUR -11.33% 2.210
Bid Size: 1,400		 2.540
Ask Size: 1,400		 AutoZone Inc 2,850.00 USD 20/09/2024 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: 20/09/2024
Issue date: 15/06/2023
Last trading day: 19/09/2024
Ratio: 100:1
Exercise type: American
Quanto: No
Gearing: 10.24
Leverage: Yes

Calculated values

Fair value: 2.66
Intrinsic value: 2.62
Implied volatility: 0.40
Historic volatility: 0.19
Parity: 2.62
Time value: 0.14
Break-even: 2,840.99
Moneyness: 1.10
Premium: 0.00
Premium p.a.: 0.14
Spread abs.: 0.21
Spread %: 8.24%
Delta: 0.90
Theta: -1.58
Omega: 9.25
Rho: 0.87
 

Quote data

Open: 2.180
High: 2.610
Low: 2.180
Previous Close: 2.560
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week
  -22.26%
1 Month
  -18.05%
3 Months  
+80.16%
YTD  
+75.97%
1 Year  
+4.61%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 2.630 2.270
1M High / 1M Low: 3.320 2.270
6M High / 6M Low: 4.760 1.090
High (YTD): 22/03/2024 4.760
Low (YTD): 03/06/2024 1.090
52W High: 22/03/2024 4.760
52W Low: 03/06/2024 1.090
Avg. price 1W:   2.522
Avg. volume 1W:   0.000
Avg. price 1M:   2.901
Avg. volume 1M:   0.000
Avg. price 6M:   2.569
Avg. volume 6M:   0.000
Avg. price 1Y:   2.279
Avg. volume 1Y:   0.000
Volatility 1M:   120.54%
Volatility 6M:   168.78%
Volatility 1Y:   159.38%
Volatility 3Y:   -