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Soc. Generale Call 2900 AZO 20.09.../  DE000SV7HVK7  /

Frankfurt Zert./SG
6/21/2024  9:36:42 PM Chg.-0.160 Bid9:59:52 PM Ask9:59:52 PM Underlying Strike price Expiration date Option type
1.930EUR -7.66% 1.940
Bid Size: 1,600		 2.050
Ask Size: 1,600		 AutoZone Inc 2,900.00 - 9/20/2024 Call
 

Master data

WKN: SV7HVK
Issuer: Société Générale
Currency: EUR
Underlying: AutoZone Inc
Type: Warrant
Option type: Call
Strike price: 2,900.00 -
Maturity: 9/20/2024
Issue date: 6/15/2023
Last trading day: 9/19/2024
Ratio: 100:1
Exercise type: American
Quanto: No
Gearing: 13.64
Leverage: Yes

Calculated values

Fair value: 0.72
Intrinsic value: 0.00
Implied volatility: 0.43
Historic volatility: 0.19
Parity: -1.03
Time value: 2.05
Break-even: 3,105.00
Moneyness: 0.96
Premium: 0.11
Premium p.a.: 0.53
Spread abs.: 0.11
Spread %: 5.67%
Delta: 0.49
Theta: -1.44
Omega: 6.71
Rho: 2.89
 

Quote data

Open: 1.820
High: 2.240
Low: 1.820
Previous Close: 2.090
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week  
+83.81%
1 Month  
+83.81%
3 Months
  -56.24%
YTD  
+70.80%
1 Year  
+27.81%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 2.090 1.410
1M High / 1M Low: 2.090 0.850
6M High / 6M Low: 4.410 0.850
High (YTD): 3/22/2024 4.410
Low (YTD): 6/6/2024 0.850
52W High: 3/22/2024 4.410
52W Low: 6/6/2024 0.850
Avg. price 1W:   1.760
Avg. volume 1W:   660
Avg. price 1M:   1.145
Avg. volume 1M:   204.545
Avg. price 6M:   2.161
Avg. volume 6M:   53.226
Avg. price 1Y:   1.946
Avg. volume 1Y:   25.882
Volatility 1M:   296.31%
Volatility 6M:   187.67%
Volatility 1Y:   156.86%
Volatility 3Y:   -