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

Frankfurt Zert./SG
06/09/2024  08:58:16 Chg.-0.170 Bid09:20:47 Ask09:20:47 Underlying Strike price Expiration date Option type
3.050EUR -5.28% 3.070
Bid Size: 1,000		 3.570
Ask Size: 1,000		 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: 7.98
Leverage: Yes

Calculated values

Fair value: 2.72
Intrinsic value: 1.96
Implied volatility: 0.34
Historic volatility: 0.19
Parity: 1.96
Time value: 1.62
Break-even: 3,020.41
Moneyness: 1.07
Premium: 0.06
Premium p.a.: 0.16
Spread abs.: 0.18
Spread %: 5.29%
Delta: 0.70
Theta: -0.93
Omega: 5.55
Rho: 5.98
 

Quote data

Open: 3.050
High: 3.050
Low: 3.050
Previous Close: 3.220
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week
  -11.59%
1 Month
  -18.88%
3 Months  
+89.44%
YTD  
+101.99%
1 Year  
+26.56%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 3.450 3.190
1M High / 1M Low: 3.760 3.190
6M High / 6M Low: 5.010 1.600
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:   3.326
Avg. volume 1W:   0.000
Avg. price 1M:   3.511
Avg. volume 1M:   0.000
Avg. price 6M:   3.057
Avg. volume 6M:   0.000
Avg. price 1Y:   2.656
Avg. volume 1Y:   0.000
Volatility 1M:   86.70%
Volatility 6M:   122.78%
Volatility 1Y:   124.59%
Volatility 3Y:   -