Soc. Generale Call 2750 AZO 21.06.2024
/ DE000SV7HU03
Soc. Generale Call 2750 AZO 21.06.../ DE000SV7HU03 /
| 2024-05-24 9:40:13 PM |
Chg.+0.060 |
Bid9:59:58 PM |
Ask9:59:58 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.900EUR |
+7.14% |
0.900
Bid Size: 3,400 |
0.970
Ask Size: 3,400 |
AutoZone Inc |
2,750.00 USD |
2024-06-21 |
Call |
Master data
| WKN: |
SV7HU0 |
| Issuer: |
Société Générale |
| Currency: |
EUR |
| Underlying: |
AutoZone Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
2,750.00 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: |
26.27 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.79 |
| Intrinsic value: |
0.40 |
| Implied volatility: |
0.26 |
| Historic volatility: |
0.19 |
| Parity: |
0.40 |
| Time value: |
0.58 |
| Break-even: |
2,633.25 |
| Moneyness: |
1.02 |
| Premium: |
0.02 |
| Premium p.a.: |
0.35 |
| Spread abs.: |
0.07 |
| Spread %: |
7.69% |
| Delta: |
0.62 |
| Theta: |
-1.45 |
| Omega: |
16.17 |
| Rho: |
1.10 |
Quote data
| Open: |
0.650 |
| High: |
0.910 |
| Low: |
0.650 |
| Previous Close: |
0.840 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
-55.88% |
| 1 Month |
|
|
-64.14% |
| 3 Months |
|
|
-50.00% |
| YTD |
|
|
-21.74% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.080 |
0.810 |
| 1M High / 1M Low: |
2.780 |
0.810 |
| 6M High / 6M Low: |
4.770 |
0.810 |
| High (YTD): |
2024-03-22 |
4.770 |
| Low (YTD): |
2024-05-22 |
0.810 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.158 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
2.118 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
2.368 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
205.52% |
| Volatility 6M: |
|
178.47% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
