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

Frankfurt Zert./SG
04/09/2024  21:47:14 Chg.+0.150 Bid21:59:55 Ask21:59:55 Underlying Strike price Expiration date Option type
2.530EUR +6.30% 2.560
Bid Size: 1,200		 2.720
Ask Size: 1,200		 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: 10.93
Leverage: Yes

Calculated values

Fair value: 1.68
Intrinsic value: 0.36
Implied volatility: 0.33
Historic volatility: 0.19
Parity: 0.36
Time value: 2.24
Break-even: 3,065.80
Moneyness: 1.01
Premium: 0.08
Premium p.a.: 0.23
Spread abs.: 0.15
Spread %: 6.12%
Delta: 0.59
Theta: -0.95
Omega: 6.46
Rho: 5.25
 

Quote data

Open: 2.310
High: 2.530
Low: 2.290
Previous Close: 2.380
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week
  -12.46%
1 Month
  -9.64%
3 Months  
+120.00%
YTD  
+125.89%
1 Year  
+36.02%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 2.890 2.380
1M High / 1M Low: 2.940 2.380
6M High / 6M Low: 4.110 1.110
High (YTD): 22/03/2024 4.110
Low (YTD): 10/01/2024 1.010
52W High: 22/03/2024 4.110
52W Low: 10/01/2024 1.010
Avg. price 1W:   2.590
Avg. volume 1W:   0.000
Avg. price 1M:   2.689
Avg. volume 1M:   0.000
Avg. price 6M:   2.346
Avg. volume 6M:   0.000
Avg. price 1Y:   2.040
Avg. volume 1Y:   0.000
Volatility 1M:   104.40%
Volatility 6M:   137.33%
Volatility 1Y:   136.94%
Volatility 3Y:   -