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Soc. Generale Call 2000 AZO 20.09.../  DE000SV2P2U7  /

EUWAX
2024-05-23  10:22:01 AM Chg.-0.33 Bid7:21:04 PM Ask7:21:04 PM Underlying Strike price Expiration date Option type
7.00EUR -4.50% 7.51
Bid Size: 10,000		 -
Ask Size: -		 AutoZone Inc 2,000.00 USD 2024-09-20 Call
 

Master data

WKN: SV2P2U
Issuer: Société Générale
Currency: EUR
Underlying: AutoZone Inc
Type: Warrant
Option type: Call
Strike price: 2,000.00 USD
Maturity: 2024-09-20
Issue date: 2023-03-27
Last trading day: 2024-09-19
Ratio: 100:1
Exercise type: American
Quanto: No
Gearing: 3.44
Leverage: Yes

Calculated values

Fair value: 7.37
Intrinsic value: 7.14
Implied volatility: 0.35
Historic volatility: 0.19
Parity: 7.14
Time value: 0.31
Break-even: 2,592.55
Moneyness: 1.39
Premium: 0.01
Premium p.a.: 0.04
Spread abs.: 0.00
Spread %: 0.00%
Delta: 0.96
Theta: -0.36
Omega: 3.31
Rho: 5.65
 

Quote data

Open: 6.86
High: 7.00
Low: 6.86
Previous Close: 7.33
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -16.86%
1 Month
  -22.82%
3 Months
  -4.89%
YTD  
+13.82%
1 Year  
+7.86%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 8.42 7.33
1M High / 1M Low: 9.18 7.33
6M High / 6M Low: 11.65 5.77
High (YTD): 2024-03-22 11.65
Low (YTD): 2024-01-11 5.77
52W High: 2024-03-22 11.65
52W Low: 2023-06-07 5.33
Avg. price 1W:   8.07
Avg. volume 1W:   0.00
Avg. price 1M:   8.62
Avg. volume 1M:   0.00
Avg. price 6M:   8.24
Avg. volume 6M:   0.00
Avg. price 1Y:   7.39
Avg. volume 1Y:   0.00
Volatility 1M:   62.98%
Volatility 6M:   75.69%
Volatility 1Y:   68.46%
Volatility 3Y:   -