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

EUWAX
2024-06-19  1:24:20 PM Chg.-0.21 Bid10:00:33 PM Ask10:00:33 PM Underlying Strike price Expiration date Option type
1.80EUR -10.45% -
Bid Size: -		 -
Ask Size: -		 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: 12.29
Leverage: Yes

Calculated values

Fair value: 1.83
Intrinsic value: 1.11
Implied volatility: 0.27
Historic volatility: 0.19
Parity: 1.11
Time value: 1.14
Break-even: 2,878.94
Moneyness: 1.04
Premium: 0.04
Premium p.a.: 0.17
Spread abs.: 0.11
Spread %: 5.14%
Delta: 0.67
Theta: -0.90
Omega: 8.20
Rho: 4.13
 

Quote data

Open: 1.83
High: 1.83
Low: 1.80
Previous Close: 2.01
Turnover: 0.00
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+59.29%
1 Month
  -10.45%
3 Months
  -54.08%
YTD  
+42.86%
1 Year
  -9.09%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 2.01 1.08
1M High / 1M Low: 2.10 0.92
6M High / 6M Low: 4.81 0.92
High (YTD): 2024-03-25 4.81
Low (YTD): 2024-05-30 0.92
52W High: 2024-03-25 4.81
52W Low: 2024-05-30 0.92
Avg. price 1W:   1.32
Avg. volume 1W:   0.00
Avg. price 1M:   1.25
Avg. volume 1M:   0.00
Avg. price 6M:   2.32
Avg. volume 6M:   0.00
Avg. price 1Y:   2.12
Avg. volume 1Y:   0.00
Volatility 1M:   290.21%
Volatility 6M:   193.24%
Volatility 1Y:   159.78%
Volatility 3Y:   -