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Soc. Generale Call 3100 AZO 17.01.../  DE000SV7HVY8  /

EUWAX
7/31/2024  9:27:24 AM Chg.+0.14 Bid4:28:06 PM Ask4:28:06 PM Underlying Strike price Expiration date Option type
2.41EUR +6.17% 2.66
Bid Size: 20,000		 2.75
Ask Size: 20,000		 AutoZone Inc 3,100.00 USD 1/17/2025 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: 1/17/2025
Issue date: 6/15/2023
Last trading day: 1/16/2025
Ratio: 100:1
Exercise type: American
Quanto: No
Gearing: 10.85
Leverage: Yes

Calculated values

Fair value: 1.78
Intrinsic value: 0.08
Implied volatility: 0.31
Historic volatility: 0.19
Parity: 0.08
Time value: 2.57
Break-even: 3,131.22
Moneyness: 1.00
Premium: 0.09
Premium p.a.: 0.20
Spread abs.: 0.09
Spread %: 3.52%
Delta: 0.58
Theta: -0.83
Omega: 6.27
Rho: 6.51
 

Quote data

Open: 2.41
High: 2.41
Low: 2.41
Previous Close: 2.27
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+56.49%
1 Month  
+49.69%
3 Months
  -2.43%
YTD  
+121.10%
1 Year  
+57.52%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 2.33 1.54
1M High / 1M Low: 2.33 1.10
6M High / 6M Low: 4.14 1.00
High (YTD): 3/25/2024 4.14
Low (YTD): 6/7/2024 1.00
52W High: 3/25/2024 4.14
52W Low: 6/7/2024 1.00
Avg. price 1W:   1.97
Avg. volume 1W:   0.00
Avg. price 1M:   1.56
Avg. volume 1M:   0.00
Avg. price 6M:   2.11
Avg. volume 6M:   0.00
Avg. price 1Y:   1.88
Avg. volume 1Y:   0.00
Volatility 1M:   191.35%
Volatility 6M:   172.36%
Volatility 1Y:   147.10%
Volatility 3Y:   -