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Soc. Generale Call 2950 AZO 17.01.../  DE000SV7HVW2  /

Frankfurt Zert./SG
12/11/2024  09:53:41 Chg.-0.090 Bid10:41:34 Ask10:41:34 Underlying Strike price Expiration date Option type
2.700EUR -3.23% 2.810
Bid Size: 1,100		 3.260
Ask Size: 1,100		 AutoZone Inc 2,950.00 USD 17/01/2025 Call
 

Master data

WKN: SV7HVW
Issuer: Société Générale
Currency: EUR
Underlying: AutoZone Inc
Type: Warrant
Option type: Call
Strike price: 2,950.00 USD
Maturity: 17/01/2025
Issue date: 15/06/2023
Last trading day: 16/01/2025
Ratio: 100:1
Exercise type: American
Quanto: No
Gearing: 9.79
Leverage: Yes

Calculated values

Fair value: 2.46
Intrinsic value: 2.10
Implied volatility: 0.35
Historic volatility: 0.19
Parity: 2.10
Time value: 0.94
Break-even: 3,070.55
Moneyness: 1.08
Premium: 0.03
Premium p.a.: 0.19
Spread abs.: 0.23
Spread %: 8.19%
Delta: 0.73
Theta: -1.26
Omega: 7.13
Rho: 3.37
 

Quote data

Open: 2.660
High: 2.710
Low: 2.660
Previous Close: 2.790
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week  
+24.42%
1 Month
  -4.59%
3 Months
  -23.94%
YTD  
+78.81%
1 Year
  -2.17%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 3.170 2.170
1M High / 1M Low: 3.250 1.550
6M High / 6M Low: 3.760 1.550
High (YTD): 22/03/2024 5.010
Low (YTD): 10/01/2024 1.380
52W High: 22/03/2024 5.010
52W Low: 10/01/2024 1.380
Avg. price 1W:   2.690
Avg. volume 1W:   0.000
Avg. price 1M:   2.624
Avg. volume 1M:   0.000
Avg. price 6M:   2.674
Avg. volume 6M:   0.000
Avg. price 1Y:   2.738
Avg. volume 1Y:   0.000
Volatility 1M:   256.25%
Volatility 6M:   162.47%
Volatility 1Y:   141.20%
Volatility 3Y:   -