Soc. Generale Call 2650 AZO 21.06.2024
/ DE000SV7HUY0
Soc. Generale Call 2650 AZO 21.06.../ DE000SV7HUY0 /
| 2024-05-24 9:39:35 PM |
Chg.+0.100 |
Bid9:59:57 PM |
Ask9:59:57 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.580EUR |
+6.76% |
1.580
Bid Size: 1,900 |
1.670
Ask Size: 1,900 |
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: |
15.42 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.48 |
| Intrinsic value: |
1.32 |
| Implied volatility: |
0.29 |
| Historic volatility: |
0.19 |
| Parity: |
1.32 |
| Time value: |
0.35 |
| Break-even: |
2,610.06 |
| Moneyness: |
1.05 |
| Premium: |
0.01 |
| Premium p.a.: |
0.20 |
| Spread abs.: |
0.09 |
| Spread %: |
5.70% |
| Delta: |
0.77 |
| Theta: |
-1.34 |
| Omega: |
11.87 |
| Rho: |
1.34 |
Quote data
| Open: |
1.250 |
| High: |
1.580 |
| Low: |
1.250 |
| Previous Close: |
1.480 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
-43.37% |
| 1 Month |
|
|
-51.38% |
| 3 Months |
|
|
-32.77% |
| YTD |
|
|
+1.94% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.840 |
1.450 |
| 1M High / 1M Low: |
3.560 |
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: |
|
1.846 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
2.856 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
2.979 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
160.23% |
| Volatility 6M: |
|
152.03% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
