Soc. Generale Call 2950 AZO 20.12.2024
/ DE000SV7HVS0
Soc. Generale Call 2950 AZO 20.12.../ DE000SV7HVS0 /
7/16/2024 8:54:03 AM |
Chg.-0.200 |
Bid9:31:40 AM |
Ask9:31:40 AM |
Underlying |
Strike price |
Expiration date |
Option type |
2.020EUR |
-9.01% |
2.030 Bid Size: 1,500 |
2.440 Ask Size: 1,500 |
AutoZone Inc |
2,950.00 USD |
12/20/2024 |
Call |
Master data
WKN: |
SV7HVS |
Issuer: |
Société Générale |
Currency: |
EUR |
Underlying: |
AutoZone Inc |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
2,950.00 USD |
Maturity: |
12/20/2024 |
Issue date: |
6/15/2023 |
Last trading day: |
12/19/2024 |
Ratio: |
100:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
12.31 |
Leverage: |
Yes |
Calculated values
Fair value: |
1.40 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.30 |
Historic volatility: |
0.19 |
Parity: |
-0.27 |
Time value: |
2.18 |
Break-even: |
2,927.98 |
Moneyness: |
0.99 |
Premium: |
0.09 |
Premium p.a.: |
0.22 |
Spread abs.: |
0.08 |
Spread %: |
3.81% |
Delta: |
0.55 |
Theta: |
-0.79 |
Omega: |
6.78 |
Rho: |
5.45 |
Quote data
Open: |
2.020 |
High: |
2.020 |
Low: |
2.020 |
Previous Close: |
2.220 |
Turnover: |
0.000 |
Market phase: |
PRE CALL |
All quotes in EUR
Performance
1 Week |
|
|
+25.47% |
1 Month |
|
|
+18.13% |
3 Months |
|
|
-28.62% |
YTD |
|
|
+45.32% |
1 Year |
|
|
-9.82% |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
2.220 |
1.610 |
1M High / 1M Low: |
2.680 |
1.600 |
6M High / 6M Low: |
4.800 |
1.430 |
High (YTD): |
3/22/2024 |
4.800 |
Low (YTD): |
1/10/2024 |
1.260 |
52W High: |
3/22/2024 |
4.800 |
52W Low: |
1/10/2024 |
1.260 |
Avg. price 1W: |
|
1.920 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
2.057 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
2.662 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
2.313 |
Avg. volume 1Y: |
|
0.000 |
Volatility 1M: |
|
185.15% |
Volatility 6M: |
|
143.60% |
Volatility 1Y: |
|
127.44% |
Volatility 3Y: |
|
- |