Soc. Generale Put 2600 AZO 17.01.2025
/ DE000SU5N6H6
Soc. Generale Put 2600 AZO 17.01..../ DE000SU5N6H6 /
04/07/2024 21:47:40 |
Chg.0.000 |
Bid04/07/2024 |
Ask04/07/2024 |
Underlying |
Strike price |
Expiration date |
Option type |
0.830EUR |
0.00% |
0.830 Bid Size: 3,700 |
1.010 Ask Size: 3,700 |
AutoZone Inc |
2,600.00 USD |
17/01/2025 |
Put |
Master data
WKN: |
SU5N6H |
Issuer: |
Société Générale |
Currency: |
EUR |
Underlying: |
AutoZone Inc |
Type: |
Warrant |
Option type: |
Put |
Strike price: |
2,600.00 USD |
Maturity: |
17/01/2025 |
Issue date: |
12/12/2023 |
Last trading day: |
16/01/2025 |
Ratio: |
100:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
-28.05 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.43 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.28 |
Historic volatility: |
0.19 |
Parity: |
-2.27 |
Time value: |
0.94 |
Break-even: |
2,315.39 |
Moneyness: |
0.91 |
Premium: |
0.12 |
Premium p.a.: |
0.24 |
Spread abs.: |
0.04 |
Spread %: |
4.44% |
Delta: |
-0.26 |
Theta: |
-0.36 |
Omega: |
-7.31 |
Rho: |
-4.22 |
Quote data
Open: |
0.820 |
High: |
0.870 |
Low: |
0.820 |
Previous Close: |
0.830 |
Turnover: |
0.000 |
Market phase: |
CL |
All quotes in EUR
Performance
1 Week |
|
|
+22.06% |
1 Month |
|
|
-17.82% |
3 Months |
|
|
-2.35% |
YTD |
|
|
-58.71% |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.930 |
0.660 |
1M High / 1M Low: |
1.040 |
0.570 |
6M High / 6M Low: |
2.300 |
0.570 |
High (YTD): |
09/01/2024 |
2.300 |
Low (YTD): |
21/06/2024 |
0.570 |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.790 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.806 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
1.143 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
191.32% |
Volatility 6M: |
|
117.97% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |