Soc. Generale Put 2800 AZO 20.09.2024
/ DE000SW3X8H8
Soc. Generale Put 2800 AZO 20.09..../ DE000SW3X8H8 /
| 28/06/2024 21:39:04 |
Chg.-0.010 |
Bid21:59:20 |
Ask21:59:20 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.610EUR |
-1.61% |
0.590
Bid Size: 5,100 |
0.630
Ask Size: 5,100 |
AutoZone Inc |
2,800.00 USD |
20/09/2024 |
Put |
Master data
| WKN: |
SW3X8H |
| Issuer: |
Société Générale |
| Currency: |
EUR |
| Underlying: |
AutoZone Inc |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
2,800.00 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: |
-44.62 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.33 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.26 |
| Historic volatility: |
0.19 |
| Parity: |
-1.53 |
| Time value: |
0.62 |
| Break-even: |
2,551.42 |
| Moneyness: |
0.94 |
| Premium: |
0.08 |
| Premium p.a.: |
0.39 |
| Spread abs.: |
0.04 |
| Spread %: |
6.90% |
| Delta: |
-0.28 |
| Theta: |
-0.60 |
| Omega: |
-12.35 |
| Rho: |
-1.88 |
Quote data
| Open: |
0.510 |
| High: |
0.620 |
| Low: |
0.510 |
| Previous Close: |
0.620 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
+24.49% |
| 1 Month |
|
|
-51.59% |
| 3 Months |
|
|
-3.17% |
| YTD |
|
|
-77.24% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.690 |
0.530 |
| 1M High / 1M Low: |
1.310 |
0.470 |
| 6M High / 6M Low: |
3.020 |
0.470 |
| High (YTD): |
09/01/2024 |
3.020 |
| Low (YTD): |
20/06/2024 |
0.470 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.614 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.881 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
1.324 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
180.17% |
| Volatility 6M: |
|
140.01% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
