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Soc. Generale Call 2850 AZO 20.09.../  DE000SV7HVJ9  /

Frankfurt Zert./SG
2024-06-21  9:47:18 PM Chg.-0.110 Bid9:59:53 PM Ask9:59:53 PM Underlying Strike price Expiration date Option type
2.300EUR -4.56% 2.290
Bid Size: 1,400		 2.410
Ask Size: 1,400		 AutoZone Inc 2,850.00 USD 2024-09-20 Call
 

Master data

WKN: SV7HVJ
Issuer: Société Générale
Currency: EUR
Underlying: AutoZone Inc
Type: Warrant
Option type: Call
Strike price: 2,850.00 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: 11.60
Leverage: Yes

Calculated values

Fair value: 1.97
Intrinsic value: 1.31
Implied volatility: 0.28
Historic volatility: 0.19
Parity: 1.31
Time value: 1.10
Break-even: 2,906.49
Moneyness: 1.05
Premium: 0.04
Premium p.a.: 0.17
Spread abs.: 0.12
Spread %: 5.24%
Delta: 0.68
Theta: -0.94
Omega: 7.93
Rho: 4.12
 

Quote data

Open: 2.180
High: 2.500
Low: 2.180
Previous Close: 2.410
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week  
+69.12%
1 Month  
+74.24%
3 Months
  -51.68%
YTD  
+78.29%
1 Year  
+37.72%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 2.410 1.760
1M High / 1M Low: 2.410 1.090
6M High / 6M Low: 4.760 1.090
High (YTD): 2024-03-22 4.760
Low (YTD): 2024-06-03 1.090
52W High: 2024-03-22 4.760
52W Low: 2024-06-03 1.090
Avg. price 1W:   2.104
Avg. volume 1W:   0.000
Avg. price 1M:   1.432
Avg. volume 1M:   0.000
Avg. price 6M:   2.429
Avg. volume 6M:   0.000
Avg. price 1Y:   2.166
Avg. volume 1Y:   0.000
Volatility 1M:   235.13%
Volatility 6M:   168.30%
Volatility 1Y:   144.16%
Volatility 3Y:   -