Soc. Generale Call 2950 AZO 20.09.2024
/ DE000SV7HVL5
Soc. Generale Call 2950 AZO 20.09.../ DE000SV7HVL5 /
| 2024-07-26 1:25:40 PM |
Chg.-0.130 |
Bid1:54:59 PM |
Ask1:54:59 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.610EUR |
-7.47% |
1.580
Bid Size: 1,900 |
1.940
Ask Size: 1,900 |
AutoZone Inc |
2,950.00 USD |
2024-09-20 |
Call |
Master data
| WKN: |
SV7HVL |
| Issuer: |
Société Générale |
| Currency: |
EUR |
| Underlying: |
AutoZone Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
2,950.00 USD |
| Maturity: |
2024-09-20 |
| Issue date: |
2023-06-15 |
| Last trading day: |
2024-09-19 |
| Ratio: |
100:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
14.94 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.35 |
| Intrinsic value: |
0.75 |
| Implied volatility: |
0.32 |
| Historic volatility: |
0.19 |
| Parity: |
0.75 |
| Time value: |
1.12 |
| Break-even: |
2,905.54 |
| Moneyness: |
1.03 |
| Premium: |
0.04 |
| Premium p.a.: |
0.29 |
| Spread abs.: |
0.10 |
| Spread %: |
5.65% |
| Delta: |
0.63 |
| Theta: |
-1.34 |
| Omega: |
9.36 |
| Rho: |
2.40 |
Quote data
| Open: |
1.620 |
| High: |
1.650 |
| Low: |
1.560 |
| Previous Close: |
1.740 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
+20.15% |
| 1 Month |
|
|
+19.26% |
| 3 Months |
|
|
-23.33% |
| YTD |
|
|
+61.00% |
| 1 Year |
|
|
+4.55% |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.740 |
1.160 |
| 1M High / 1M Low: |
1.740 |
0.750 |
| 6M High / 6M Low: |
4.080 |
0.750 |
| High (YTD): |
2024-03-22 |
4.080 |
| Low (YTD): |
2024-07-04 |
0.750 |
| 52W High: |
2024-03-22 |
4.080 |
| 52W Low: |
2024-07-04 |
0.750 |
| Avg. price 1W: |
|
1.366 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.155 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
1.933 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
1.721 |
| Avg. volume 1Y: |
|
0.000 |
| Volatility 1M: |
|
268.74% |
| Volatility 6M: |
|
207.67% |
| Volatility 1Y: |
|
172.80% |
| Volatility 3Y: |
|
- |
