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

EUWAX
2024-11-12  9:20:42 AM Chg.+0.35 Bid9:18:40 PM Ask9:18:40 PM Underlying Strike price Expiration date Option type
2.68EUR +15.02% 2.97
Bid Size: 15,000		 3.21
Ask Size: 15,000		 AutoZone Inc 2,950.00 USD 2025-01-17 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: 2025-01-17
Issue date: 2023-06-15
Last trading day: 2025-01-16
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: 2.68
High: 2.68
Low: 2.68
Previous Close: 2.33
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+34.67%
1 Month  
+7.20%
3 Months
  -18.04%
YTD  
+79.87%
1 Year
  -2.19%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 3.03 1.75
1M High / 1M Low: 3.21 1.66
6M High / 6M Low: 3.64 1.46
High (YTD): 2024-03-25 5.05
Low (YTD): 2024-01-10 1.36
52W High: 2024-03-25 5.05
52W Low: 2024-01-10 1.36
Avg. price 1W:   2.32
Avg. volume 1W:   0.00
Avg. price 1M:   2.49
Avg. volume 1M:   0.00
Avg. price 6M:   2.52
Avg. volume 6M:   0.00
Avg. price 1Y:   2.63
Avg. volume 1Y:   0.00
Volatility 1M:   308.72%
Volatility 6M:   187.73%
Volatility 1Y:   164.33%
Volatility 3Y:   -