Soc. Generale Call 2950 AZO 20.09.2024
/ DE000SV7HVL5
Soc. Generale Call 2950 AZO 20.09.../ DE000SV7HVL5 /
| 2024-07-29 9:36:12 PM |
Chg.-0.120 |
Bid9:59:54 PM |
Ask9:59:54 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.950EUR |
-5.80% |
1.970
Bid Size: 1,600 |
2.070
Ask Size: 1,600 |
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: |
12.88 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.72 |
| Intrinsic value: |
1.29 |
| Implied volatility: |
0.33 |
| Historic volatility: |
0.19 |
| Parity: |
1.29 |
| Time value: |
0.92 |
| Break-even: |
2,939.18 |
| Moneyness: |
1.05 |
| Premium: |
0.03 |
| Premium p.a.: |
0.24 |
| Spread abs.: |
0.11 |
| Spread %: |
5.24% |
| Delta: |
0.68 |
| Theta: |
-1.36 |
| Omega: |
8.81 |
| Rho: |
2.51 |
Quote data
| Open: |
1.890 |
| High: |
1.950 |
| Low: |
1.760 |
| Previous Close: |
2.070 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
+44.44% |
| 1 Month |
|
|
+31.76% |
| 3 Months |
|
|
-15.95% |
| YTD |
|
|
+95.00% |
| 1 Year |
|
|
+34.48% |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.070 |
1.160 |
| 1M High / 1M Low: |
2.070 |
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: |
|
1.512 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.161 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
1.936 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
1.725 |
| Avg. volume 1Y: |
|
0.000 |
| Volatility 1M: |
|
233.70% |
| Volatility 6M: |
|
209.05% |
| Volatility 1Y: |
|
174.18% |
| Volatility 3Y: |
|
- |
