OverviewChartNewsTraderScreen

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

Frankfurt Zert./SG
15/07/2024  21:46:36 Chg.+0.090 Bid21:59:47 Ask21:59:47 Underlying Strike price Expiration date Option type
1.510EUR +6.34% -
Bid Size: -		 -
Ask Size: -		 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: 18.38
Leverage: Yes

Calculated values

Fair value: 0.24
Intrinsic value: 0.00
Implied volatility: 0.49
Historic volatility: 0.19
Parity: -2.17
Time value: 1.46
Break-even: 3,046.00
Moneyness: 0.93
Premium: 0.14
Premium p.a.: 1.00
Spread abs.: 0.09
Spread %: 6.57%
Delta: 0.41
Theta: -1.72
Omega: 7.48
Rho: 1.74
 

Quote data

Open: 1.200
High: 1.560
Low: 1.150
Previous Close: 1.420
Turnover: 0.000
Market phase: BOOK
 
  All quotes in EUR

Performance

1 Week  
+57.29%
1 Month  
+43.81%
3 Months
  -35.47%
YTD  
+33.63%
1 Year
  -23.35%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 1.510 0.960
1M High / 1M Low: 2.090 0.910
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:   1.220
Avg. volume 1W:   0.000
Avg. price 1M:   1.393
Avg. volume 1M:   221.429
Avg. price 6M:   2.160
Avg. volume 6M:   62.598
Avg. price 1Y:   1.916
Avg. volume 1Y:   31.176
Volatility 1M:   281.23%
Volatility 6M:   193.77%
Volatility 1Y:   163.87%
Volatility 3Y:   -