Soc. Generale Call 3100 AZO 17.01.2025
/ DE000SV7HVY8
Soc. Generale Call 3100 AZO 17.01.../ DE000SV7HVY8 /
14/08/2024 09:39:27 |
Chg.+0.05 |
Bid22:00:37 |
Ask22:00:37 |
Underlying |
Strike price |
Expiration date |
Option type |
2.62EUR |
+1.95% |
- Bid Size: - |
- Ask Size: - |
AutoZone Inc |
3,100.00 USD |
17/01/2025 |
Call |
Master data
WKN: |
SV7HVY |
Issuer: |
Société Générale |
Currency: |
EUR |
Underlying: |
AutoZone Inc |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
3,100.00 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: |
9.83 |
Leverage: |
Yes |
Calculated values
Fair value: |
1.92 |
Intrinsic value: |
0.51 |
Implied volatility: |
0.33 |
Historic volatility: |
0.19 |
Parity: |
0.51 |
Time value: |
2.41 |
Break-even: |
3,111.21 |
Moneyness: |
1.02 |
Premium: |
0.08 |
Premium p.a.: |
0.21 |
Spread abs.: |
0.19 |
Spread %: |
6.96% |
Delta: |
0.60 |
Theta: |
-0.91 |
Omega: |
5.93 |
Rho: |
6.16 |
Quote data
Open: |
2.62 |
High: |
2.62 |
Low: |
2.62 |
Previous Close: |
2.57 |
Turnover: |
0.00 |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
+1.55% |
1 Month |
|
|
+89.86% |
3 Months |
|
|
+29.06% |
YTD |
|
|
+140.37% |
1 Year |
|
|
+57.83% |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
2.78 |
2.35 |
1M High / 1M Low: |
2.78 |
1.44 |
6M High / 6M Low: |
4.14 |
1.00 |
High (YTD): |
25/03/2024 |
4.14 |
Low (YTD): |
07/06/2024 |
1.00 |
52W High: |
25/03/2024 |
4.14 |
52W Low: |
07/06/2024 |
1.00 |
Avg. price 1W: |
|
2.55 |
Avg. volume 1W: |
|
0.00 |
Avg. price 1M: |
|
2.12 |
Avg. volume 1M: |
|
0.00 |
Avg. price 6M: |
|
2.16 |
Avg. volume 6M: |
|
0.00 |
Avg. price 1Y: |
|
1.92 |
Avg. volume 1Y: |
|
0.00 |
Volatility 1M: |
|
154.52% |
Volatility 6M: |
|
171.97% |
Volatility 1Y: |
|
148.37% |
Volatility 3Y: |
|
- |