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Soc. Generale Call 2350 AZO 20.09.../  DE000SV7HVB6  /

EUWAX
2024-06-21  9:24:33 AM Chg.+1.00 Bid10:00:32 PM Ask10:00:32 PM Underlying Strike price Expiration date Option type
5.84EUR +20.66% -
Bid Size: -		 -
Ask Size: -		 AutoZone Inc 2,350.00 - 2024-09-20 Call
 

Master data

WKN: SV7HVB
Issuer: Société Générale
Currency: EUR
Underlying: AutoZone Inc
Type: Warrant
Option type: Call
Strike price: 2,350.00 -
Maturity: 2024-09-20
Issue date: 2023-06-15
Last trading day: 2024-09-19
Ratio: 100:1
Exercise type: American
Quanto: No
Gearing: 4.48
Leverage: Yes

Calculated values

Fair value: 4.70
Intrinsic value: 4.47
Implied volatility: 0.68
Historic volatility: 0.19
Parity: 4.47
Time value: 1.77
Break-even: 2,974.00
Moneyness: 1.19
Premium: 0.06
Premium p.a.: 0.28
Spread abs.: 0.00
Spread %: 0.00%
Delta: 0.76
Theta: -1.76
Omega: 3.42
Rho: 3.72
 

Quote data

Open: 5.84
High: 5.84
Low: 5.84
Previous Close: 4.84
Turnover: 0.00
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+41.40%
1 Month  
+30.36%
3 Months
  -32.33%
YTD  
+59.13%
1 Year  
+45.64%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 5.84 4.44
1M High / 1M Low: 5.84 3.72
6M High / 6M Low: 8.70 3.38
High (YTD): 2024-03-25 8.70
Low (YTD): 2024-01-10 3.38
52W High: 2024-03-25 8.70
52W Low: 2024-01-10 3.38
Avg. price 1W:   5.11
Avg. volume 1W:   0.00
Avg. price 1M:   4.29
Avg. volume 1M:   0.00
Avg. price 6M:   5.47
Avg. volume 6M:   0.00
Avg. price 1Y:   4.91
Avg. volume 1Y:   0.00
Volatility 1M:   125.32%
Volatility 6M:   105.50%
Volatility 1Y:   93.85%
Volatility 3Y:   -