OverviewChartNewsTraderScreen

Soc. Generale Call 2100 AZO 20.12.../  DE000SV7HVQ4  /

EUWAX
2024-06-21  10:16:08 AM Chg.+1.20 Bid10:00:32 PM Ask10:00:32 PM Underlying Strike price Expiration date Option type
8.64EUR +16.13% -
Bid Size: -		 -
Ask Size: -		 AutoZone Inc 2,100.00 USD 2024-12-20 Call
 

Master data

WKN: SV7HVQ
Issuer: Société Générale
Currency: EUR
Underlying: AutoZone Inc
Type: Warrant
Option type: Call
Strike price: 2,100.00 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: 3.16
Leverage: Yes

Calculated values

Fair value: 8.68
Intrinsic value: 8.33
Implied volatility: 0.36
Historic volatility: 0.19
Parity: 8.33
Time value: 0.53
Break-even: 2,850.05
Moneyness: 1.42
Premium: 0.02
Premium p.a.: 0.04
Spread abs.: 0.00
Spread %: 0.00%
Delta: 0.94
Theta: -0.39
Omega: 2.98
Rho: 8.70
 

Quote data

Open: 8.50
High: 8.64
Low: 8.50
Previous Close: 7.44
Turnover: 0.00
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+28.96%
1 Month  
+25.04%
3 Months
  -22.58%
YTD  
+50.00%
1 Year  
+46.44%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 8.64 7.05
1M High / 1M Low: 8.64 6.15
6M High / 6M Low: 11.23 5.48
High (YTD): 2024-03-25 11.23
Low (YTD): 2024-01-10 5.48
52W High: 2024-03-25 11.23
52W Low: 2024-01-10 5.48
Avg. price 1W:   7.76
Avg. volume 1W:   0.00
Avg. price 1M:   6.82
Avg. volume 1M:   0.00
Avg. price 6M:   7.86
Avg. volume 6M:   0.00
Avg. price 1Y:   7.13
Avg. volume 1Y:   0.00
Volatility 1M:   88.20%
Volatility 6M:   79.27%
Volatility 1Y:   71.06%
Volatility 3Y:   -