OverviewChartNewsTraderScreen

Soc. Generale Call 2650 AZO 20.09.../  DE000SV7HVF7  /

Frankfurt Zert./SG
2024-06-21  9:47:47 PM Chg.-0.100 Bid9:59:51 PM Ask9:59:51 PM Underlying Strike price Expiration date Option type
3.760EUR -2.59% 3.740
Bid Size: 1,000		 3.910
Ask Size: 1,000		 AutoZone Inc 2,650.00 - 2024-09-20 Call
 

Master data

WKN: SV7HVF
Issuer: Société Générale
Currency: EUR
Underlying: AutoZone Inc
Type: Warrant
Option type: Call
Strike price: 2,650.00 -
Maturity: 2024-09-20
Issue date: 2023-06-15
Last trading day: 2024-09-19
Ratio: 100:1
Exercise type: American
Quanto: No
Gearing: 7.15
Leverage: Yes

Calculated values

Fair value: 2.08
Intrinsic value: 1.47
Implied volatility: 0.56
Historic volatility: 0.19
Parity: 1.47
Time value: 2.44
Break-even: 3,041.00
Moneyness: 1.06
Premium: 0.09
Premium p.a.: 0.40
Spread abs.: 0.17
Spread %: 4.55%
Delta: 0.64
Theta: -1.74
Omega: 4.60
Rho: 3.47
 

Quote data

Open: 3.520
High: 4.070
Low: 3.520
Previous Close: 3.860
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week  
+48.62%
1 Month  
+58.65%
3 Months
  -39.16%
YTD  
+81.64%
1 Year  
+57.98%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 3.860 3.100
1M High / 1M Low: 3.860 2.080
6M High / 6M Low: 6.180 1.830
High (YTD): 2024-03-22 6.180
Low (YTD): 2024-01-10 1.830
52W High: 2024-03-22 6.180
52W Low: 2024-01-10 1.830
Avg. price 1W:   3.526
Avg. volume 1W:   0.000
Avg. price 1M:   2.581
Avg. volume 1M:   0.000
Avg. price 6M:   3.593
Avg. volume 6M:   0.000
Avg. price 1Y:   3.158
Avg. volume 1Y:   0.000
Volatility 1M:   178.64%
Volatility 6M:   131.59%
Volatility 1Y:   117.69%
Volatility 3Y:   -