Soc. Generale Call 2900 AZO 20.09.2024
/ DE000SV7HVK7
Soc. Generale Call 2900 AZO 20.09.../ DE000SV7HVK7 /
14/08/2024 10:03:42 |
Chg.-0.100 |
Bid21:47:49 |
Ask21:47:49 |
Underlying |
Strike price |
Expiration date |
Option type |
2.560EUR |
-3.76% |
2.810 Bid Size: 10,000 |
3.070 Ask Size: 10,000 |
AutoZone Inc |
2,900.00 - |
20/09/2024 |
Call |
Master data
WKN: |
SV7HVK |
Issuer: |
Société Générale |
Currency: |
EUR |
Underlying: |
AutoZone Inc |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
2,900.00 - |
Maturity: |
20/09/2024 |
Issue date: |
15/06/2023 |
Last trading day: |
19/09/2024 |
Ratio: |
100:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
9.73 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.60 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.84 |
Historic volatility: |
0.19 |
Parity: |
-0.30 |
Time value: |
2.95 |
Break-even: |
3,195.00 |
Moneyness: |
0.99 |
Premium: |
0.11 |
Premium p.a.: |
1.88 |
Spread abs.: |
0.26 |
Spread %: |
9.67% |
Delta: |
0.54 |
Theta: |
-4.22 |
Omega: |
5.28 |
Rho: |
1.28 |
Quote data
Open: |
2.560 |
High: |
2.560 |
Low: |
2.560 |
Previous Close: |
2.660 |
Turnover: |
0.000 |
Market phase: |
PRE CALL |
All quotes in EUR
Performance
1 Week |
|
|
+5.79% |
1 Month |
|
|
+80.28% |
3 Months |
|
|
+27.36% |
YTD |
|
|
+126.55% |
1 Year |
|
|
+48.84% |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
2.790 |
2.420 |
1M High / 1M Low: |
2.870 |
1.410 |
6M High / 6M Low: |
4.410 |
0.850 |
High (YTD): |
22/03/2024 |
4.410 |
Low (YTD): |
06/06/2024 |
0.850 |
52W High: |
22/03/2024 |
4.410 |
52W Low: |
06/06/2024 |
0.850 |
Avg. price 1W: |
|
2.622 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
2.206 |
Avg. volume 1M: |
|
61.364 |
Avg. price 6M: |
|
2.225 |
Avg. volume 6M: |
|
73.228 |
Avg. price 1Y: |
|
1.965 |
Avg. volume 1Y: |
|
36.328 |
Volatility 1M: |
|
209.64% |
Volatility 6M: |
|
203.26% |
Volatility 1Y: |
|
172.24% |
Volatility 3Y: |
|
- |