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

EUWAX
8/16/2024  9:39:46 AM Chg.-0.23 Bid6:52:51 PM Ask6:52:51 PM Underlying Strike price Expiration date Option type
2.50EUR -8.42% 3.08
Bid Size: 10,000		 3.39
Ask Size: 10,000		 AutoZone Inc 2,900.00 - 9/20/2024 Call
 

Master data

WKN: SV7HVK
Issuer: Société Générale
Currency: EUR
Underlying: AutoZone Inc
Type: Warrant
Option type: Call
Strike price: 2,900.00 -
Maturity: 9/20/2024
Issue date: 6/15/2023
Last trading day: 9/19/2024
Ratio: 100:1
Exercise type: American
Quanto: No
Gearing: 9.69
Leverage: Yes

Calculated values

Fair value: 0.67
Intrinsic value: 0.00
Implied volatility: 0.84
Historic volatility: 0.19
Parity: -0.12
Time value: 2.98
Break-even: 3,198.00
Moneyness: 1.00
Premium: 0.11
Premium p.a.: 1.90
Spread abs.: 0.23
Spread %: 8.36%
Delta: 0.55
Theta: -4.37
Omega: 5.34
Rho: 1.24
 

Quote data

Open: 2.50
High: 2.50
Low: 2.50
Previous Close: 2.73
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -4.58%
1 Month  
+90.84%
3 Months  
+33.69%
YTD  
+125.23%
1 Year  
+45.35%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 2.73 2.29
1M High / 1M Low: 2.73 1.23
6M High / 6M Low: 4.46 0.71
High (YTD): 3/25/2024 4.46
Low (YTD): 5/30/2024 0.71
52W High: 3/25/2024 4.46
52W Low: 5/30/2024 0.71
Avg. price 1W:   2.53
Avg. volume 1W:   0.00
Avg. price 1M:   2.02
Avg. volume 1M:   0.00
Avg. price 6M:   2.10
Avg. volume 6M:   0.00
Avg. price 1Y:   1.90
Avg. volume 1Y:   0.00
Volatility 1M:   204.69%
Volatility 6M:   237.61%
Volatility 1Y:   193.64%
Volatility 3Y:   -