Soc. Generale Put 2600 AZO 20.09.2024
/ DE000SW3X8G0
Soc. Generale Put 2600 AZO 20.09..../ DE000SW3X8G0 /
| 25/07/2024 21:46:13 |
Chg.-0.080 |
Bid21:59:54 |
Ask21:59:54 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.130EUR |
-38.10% |
0.130
Bid Size: 10,000 |
0.160
Ask Size: 10,000 |
AutoZone Inc |
2,600.00 USD |
20/09/2024 |
Put |
Master data
| WKN: |
SW3X8G |
| Issuer: |
Société Générale |
| Currency: |
EUR |
| Underlying: |
AutoZone Inc |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
2,600.00 USD |
| Maturity: |
20/09/2024 |
| Issue date: |
25/09/2023 |
| Last trading day: |
19/09/2024 |
| Ratio: |
100:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-118.01 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.03 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.31 |
| Historic volatility: |
0.19 |
| Parity: |
-3.15 |
| Time value: |
0.23 |
| Break-even: |
2,375.97 |
| Moneyness: |
0.88 |
| Premium: |
0.12 |
| Premium p.a.: |
1.12 |
| Spread abs.: |
0.03 |
| Spread %: |
15.00% |
| Delta: |
-0.13 |
| Theta: |
-0.58 |
| Omega: |
-15.49 |
| Rho: |
-0.59 |
Quote data
| Open: |
0.140 |
| High: |
0.200 |
| Low: |
0.120 |
| Previous Close: |
0.210 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
-40.91% |
| 1 Month |
|
|
-51.85% |
| 3 Months |
|
|
-76.79% |
| YTD |
|
|
-92.44% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.220 |
0.130 |
| 1M High / 1M Low: |
0.430 |
0.130 |
| 6M High / 6M Low: |
1.400 |
0.130 |
| High (YTD): |
09/01/2024 |
1.940 |
| Low (YTD): |
25/07/2024 |
0.130 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.192 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.271 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.567 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
379.77% |
| Volatility 6M: |
|
213.57% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
