OverviewChartNewsTraderScreen

Soc. Generale Call 2950 AZO 20.12.../  DE000SV7HVS0  /

EUWAX
2024-08-14  9:39:27 AM Chg.+0.08 Bid4:34:54 PM Ask4:34:54 PM Underlying Strike price Expiration date Option type
3.26EUR +2.52% 3.41
Bid Size: 15,000		 3.63
Ask Size: 15,000		 AutoZone Inc 2,950.00 USD 2024-12-20 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: 2024-12-20
Issue date: 2023-06-15
Last trading day: 2024-12-19
Ratio: 100:1
Exercise type: American
Quanto: No
Gearing: 7.97
Leverage: Yes

Calculated values

Fair value: 2.64
Intrinsic value: 1.87
Implied volatility: 0.36
Historic volatility: 0.19
Parity: 1.87
Time value: 1.73
Break-even: 3,042.79
Moneyness: 1.07
Premium: 0.06
Premium p.a.: 0.18
Spread abs.: 0.22
Spread %: 6.51%
Delta: 0.69
Theta: -1.00
Omega: 5.47
Rho: 5.64
 

Quote data

Open: 3.26
High: 3.26
Low: 3.26
Previous Close: 3.18
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+2.19%
1 Month  
+80.11%
3 Months  
+29.37%
YTD  
+137.96%
1 Year  
+64.65%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 3.38 2.90
1M High / 1M Low: 3.38 1.86
6M High / 6M Low: 4.84 1.30
High (YTD): 2024-03-25 4.84
Low (YTD): 2024-01-10 1.24
52W High: 2024-03-25 4.84
52W Low: 2024-01-10 1.24
Avg. price 1W:   3.14
Avg. volume 1W:   0.00
Avg. price 1M:   2.65
Avg. volume 1M:   0.00
Avg. price 6M:   2.65
Avg. volume 6M:   0.00
Avg. price 1Y:   2.33
Avg. volume 1Y:   0.00
Volatility 1M:   142.32%
Volatility 6M:   163.71%
Volatility 1Y:   142.98%
Volatility 3Y:   -