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Soc. Generale Put 160 AMZN 20.12..../  DE000SU2J1P9  /

Frankfurt Zert./SG
2024-07-30  9:00:12 AM Chg.0.000 Bid9:36:59 AM Ask9:36:59 AM Underlying Strike price Expiration date Option type
0.520EUR 0.00% 0.530
Bid Size: 40,000		 0.540
Ask Size: 40,000		 Amazon.com Inc 160.00 USD 2024-12-20 Put
 

Master data

WKN: SU2J1P
Issuer: Société Générale
Currency: EUR
Underlying: Amazon.com Inc
Type: Warrant
Option type: Put
Strike price: 160.00 USD
Maturity: 2024-12-20
Issue date: 2023-11-21
Last trading day: 2024-12-19
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: -29.50
Leverage: Yes

Calculated values

Fair value: 0.23
Intrinsic value: 0.00
Implied volatility: 0.37
Historic volatility: 0.25
Parity: -2.07
Time value: 0.57
Break-even: 141.73
Moneyness: 0.88
Premium: 0.16
Premium p.a.: 0.45
Spread abs.: 0.01
Spread %: 1.79%
Delta: -0.23
Theta: -0.04
Omega: -6.69
Rho: -0.17
 

Quote data

Open: 0.520
High: 0.520
Low: 0.520
Previous Close: 0.520
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week  
+15.56%
1 Month  
+30.00%
3 Months
  -38.10%
YTD
  -70.45%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.590 0.450
1M High / 1M Low: 0.590 0.290
6M High / 6M Low: 1.680 0.290
High (YTD): 2024-01-05 2.140
Low (YTD): 2024-07-10 0.290
52W High: - -
52W Low: - -
Avg. price 1W:   0.544
Avg. volume 1W:   0.000
Avg. price 1M:   0.410
Avg. volume 1M:   0.000
Avg. price 6M:   0.743
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   195.07%
Volatility 6M:   138.95%
Volatility 1Y:   -
Volatility 3Y:   -