Soc. Generale Call 2900 AZO 20.09.2024
/ DE000SV7HVK7
Soc. Generale Call 2900 AZO 20.09.../ DE000SV7HVK7 /
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: |
|
- |