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Soc. Generale Call 2650 AZO 21.06.../  DE000SV7HUY0  /

Frankfurt Zert./SG
2024-05-23  2:25:53 PM Chg.-0.060 Bid2024-05-23 Ask2024-05-23 Underlying Strike price Expiration date Option type
1.390EUR -4.14% 1.390
Bid Size: 2,200		 1.840
Ask Size: 2,200		 AutoZone Inc 2,650.00 USD 2024-06-21 Call
 

Master data

WKN: SV7HUY
Issuer: Société Générale
Currency: EUR
Underlying: AutoZone Inc
Type: Warrant
Option type: Call
Strike price: 2,650.00 USD
Maturity: 2024-06-21
Issue date: 2023-06-15
Last trading day: 2024-06-20
Ratio: 100:1
Exercise type: American
Quanto: No
Gearing: 16.52
Leverage: Yes

Calculated values

Fair value: 1.34
Intrinsic value: 1.13
Implied volatility: 0.29
Historic volatility: 0.19
Parity: 1.13
Time value: 0.42
Break-even: 2,603.00
Moneyness: 1.05
Premium: 0.02
Premium p.a.: 0.23
Spread abs.: 0.09
Spread %: 6.16%
Delta: 0.74
Theta: -1.34
Omega: 12.19
Rho: 1.38
 

Quote data

Open: 1.220
High: 1.390
Low: 1.210
Previous Close: 1.450
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week
  -47.55%
1 Month
  -60.17%
3 Months
  -40.85%
YTD
  -10.32%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 2.840 1.450
1M High / 1M Low: 3.600 1.450
6M High / 6M Low: 5.510 1.270
High (YTD): 2024-03-22 5.510
Low (YTD): 2024-01-10 1.270
52W High: - -
52W Low: - -
Avg. price 1W:   2.322
Avg. volume 1W:   0.000
Avg. price 1M:   3.048
Avg. volume 1M:   0.000
Avg. price 6M:   2.995
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   158.35%
Volatility 6M:   152.87%
Volatility 1Y:   -
Volatility 3Y:   -