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

EUWAX
06/09/2024  09:31:38 Chg.-0.15 Bid09:53:43 Ask09:53:43 Underlying Strike price Expiration date Option type
3.05EUR -4.69% 3.08
Bid Size: 1,000		 3.58
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: 8.34
Leverage: Yes

Calculated values

Fair value: 2.53
Intrinsic value: 1.72
Implied volatility: 0.34
Historic volatility: 0.19
Parity: 1.72
Time value: 1.67
Break-even: 2,993.99
Moneyness: 1.06
Premium: 0.06
Premium p.a.: 0.17
Spread abs.: 0.17
Spread %: 5.28%
Delta: 0.68
Theta: -0.93
Omega: 5.69
Rho: 5.79
 

Quote data

Open: 3.05
High: 3.05
Low: 3.05
Previous Close: 3.20
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -15.51%
1 Month
  -8.68%
3 Months  
+100.66%
YTD  
+104.70%
1 Year  
+30.90%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 3.61 3.15
1M High / 1M Low: 3.64 3.00
6M High / 6M Low: 5.05 1.46
High (YTD): 25/03/2024 5.05
Low (YTD): 10/01/2024 1.36
52W High: 25/03/2024 5.05
52W Low: 10/01/2024 1.36
Avg. price 1W:   3.30
Avg. volume 1W:   0.00
Avg. price 1M:   3.36
Avg. volume 1M:   0.00
Avg. price 6M:   2.93
Avg. volume 6M:   0.00
Avg. price 1Y:   2.58
Avg. volume 1Y:   0.00
Volatility 1M:   108.01%
Volatility 6M:   127.71%
Volatility 1Y:   136.11%
Volatility 3Y:   -