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Soc. Generale Call 2050 AZO 20.12.../  DE000SV7HVP6  /

EUWAX
2024-09-24  9:24:36 AM Chg.+0.26 Bid11:16:29 AM Ask11:16:29 AM Underlying Strike price Expiration date Option type
8.51EUR +3.15% 8.76
Bid Size: 750		 -
Ask Size: -		 AutoZone Inc 2,050.00 - 2024-12-20 Call
 

Master data

WKN: SV7HVP
Issuer: Société Générale
Currency: EUR
Underlying: AutoZone Inc
Type: Warrant
Option type: Call
Strike price: 2,050.00 -
Maturity: 2024-12-20
Issue date: 2023-06-15
Last trading day: 2024-12-19
Ratio: 100:1
Exercise type: American
Quanto: No
Gearing: 3.05
Leverage: Yes

Calculated values

Fair value: 7.10
Intrinsic value: 6.94
Implied volatility: 1.01
Historic volatility: 0.18
Parity: 6.94
Time value: 2.06
Break-even: 2,950.00
Moneyness: 1.34
Premium: 0.08
Premium p.a.: 0.35
Spread abs.: 0.00
Spread %: 0.00%
Delta: 0.80
Theta: -2.27
Omega: 2.45
Rho: 3.11
 

Quote data

Open: 8.51
High: 8.51
Low: 8.51
Previous Close: 8.25
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -5.23%
1 Month
  -12.36%
3 Months
  -3.08%
YTD  
+39.51%
1 Year  
+20.03%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 8.98 8.25
1M High / 1M Low: 10.18 8.25
6M High / 6M Low: 11.65 6.51
High (YTD): 2024-03-25 11.65
Low (YTD): 2024-01-10 5.83
52W High: 2024-03-25 11.65
52W Low: 2024-01-10 5.83
Avg. price 1W:   8.63
Avg. volume 1W:   0.00
Avg. price 1M:   9.33
Avg. volume 1M:   0.00
Avg. price 6M:   8.72
Avg. volume 6M:   0.00
Avg. price 1Y:   8.11
Avg. volume 1Y:   0.00
Volatility 1M:   34.85%
Volatility 6M:   65.02%
Volatility 1Y:   69.40%
Volatility 3Y:   -