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Soc. Generale Call 2500 AZO 20.09.../  DE000SV7HVD2  /

Frankfurt Zert./SG
2024-06-21  9:45:47 PM Chg.-0.090 Bid9:59:55 PM Ask- Underlying Strike price Expiration date Option type
4.980EUR -1.78% 4.930
Bid Size: 1,000		 -
Ask Size: -		 AutoZone Inc 2,500.00 USD 2024-09-20 Call
 

Master data

WKN: SV7HVD
Issuer: Société Générale
Currency: EUR
Underlying: AutoZone Inc
Type: Warrant
Option type: Call
Strike price: 2,500.00 USD
Maturity: 2024-09-20
Issue date: 2023-06-15
Last trading day: 2024-09-19
Ratio: 100:1
Exercise type: American
Quanto: No
Gearing: 5.67
Leverage: Yes

Calculated values

Fair value: 4.81
Intrinsic value: 4.59
Implied volatility: 0.28
Historic volatility: 0.19
Parity: 4.59
Time value: 0.34
Break-even: 2,831.15
Moneyness: 1.20
Premium: 0.01
Premium p.a.: 0.05
Spread abs.: 0.00
Spread %: 0.00%
Delta: 0.92
Theta: -0.51
Omega: 5.25
Rho: 5.16
 

Quote data

Open: 4.540
High: 5.340
Low: 4.540
Previous Close: 5.070
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week  
+36.81%
1 Month  
+47.34%
3 Months
  -31.78%
YTD  
+75.97%
1 Year  
+64.90%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 5.070 3.980
1M High / 1M Low: 5.070 3.110
6M High / 6M Low: 7.300 2.550
High (YTD): 2024-03-22 7.300
Low (YTD): 2024-01-09 2.550
52W High: 2024-03-22 7.300
52W Low: 2024-01-09 2.550
Avg. price 1W:   4.652
Avg. volume 1W:   0.000
Avg. price 1M:   3.637
Avg. volume 1M:   0.000
Avg. price 6M:   4.608
Avg. volume 6M:   0.000
Avg. price 1Y:   4.042
Avg. volume 1Y:   0.000
Volatility 1M:   153.57%
Volatility 6M:   113.48%
Volatility 1Y:   102.69%
Volatility 3Y:   -