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Soc. Generale Call 2900 AZO 20.09.../  DE000SV7HVK7  /

Frankfurt Zert./SG
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:   -