Soc. Generale Call 2450 AZO 21.06.2024
/ DE000SV7HUW4
Soc. Generale Call 2450 AZO 21.06.../ DE000SV7HUW4 /
2024-06-13 9:35:36 PM |
Chg.+0.040 |
Bid9:59:48 PM |
Ask- |
Underlying |
Strike price |
Expiration date |
Option type |
3.270EUR |
+1.24% |
- Bid Size: - |
- Ask Size: - |
AutoZone Inc |
2,450.00 - |
2024-06-21 |
Call |
Master data
WKN: |
SV7HUW |
Issuer: |
Société Générale |
Currency: |
EUR |
Underlying: |
AutoZone Inc |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
2,450.00 - |
Maturity: |
2024-06-21 |
Issue date: |
2023-06-15 |
Last trading day: |
2024-06-14 |
Ratio: |
100:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
8.15 |
Leverage: |
Yes |
Calculated values
Fair value: |
2.01 |
Intrinsic value: |
1.99 |
Implied volatility: |
1.61 |
Historic volatility: |
0.19 |
Parity: |
1.99 |
Time value: |
1.26 |
Break-even: |
2,775.00 |
Moneyness: |
1.08 |
Premium: |
0.05 |
Premium p.a.: |
15.85 |
Spread abs.: |
0.00 |
Spread %: |
0.00% |
Delta: |
0.69 |
Theta: |
-16.33 |
Omega: |
5.59 |
Rho: |
0.25 |
Quote data
Open: |
2.640 |
High: |
3.440 |
Low: |
2.580 |
Previous Close: |
3.230 |
Turnover: |
0.000 |
Market phase: |
CL |
All quotes in EUR
Performance
1 Week |
|
|
+7.92% |
1 Month |
|
|
-25.51% |
3 Months |
|
|
-50.08% |
YTD |
|
|
+25.77% |
1 Year |
|
|
-1.51% |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
3.270 |
3.030 |
1M High / 1M Low: |
4.490 |
2.680 |
6M High / 6M Low: |
7.180 |
2.250 |
High (YTD): |
2024-03-22 |
7.180 |
Low (YTD): |
2024-01-10 |
2.250 |
52W High: |
2024-03-22 |
7.180 |
52W Low: |
2024-01-10 |
2.250 |
Avg. price 1W: |
|
3.170 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
3.178 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
4.348 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
3.791 |
Avg. volume 1Y: |
|
0.000 |
Volatility 1M: |
|
155.95% |
Volatility 6M: |
|
118.10% |
Volatility 1Y: |
|
110.19% |
Volatility 3Y: |
|
- |