Soc. Generale Call 2850 AZO 20.09.2024
/ DE000SV7HVJ9
Soc. Generale Call 2850 AZO 20.09.../ DE000SV7HVJ9 /
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: |
|
- |