Soc. Generale Put 2800 AZO 20.09.2024
/ DE000SW3X8H8
Soc. Generale Put 2800 AZO 20.09..../ DE000SW3X8H8 /
| 25/07/2024 12:39:05 |
Chg.-0.060 |
Bid13:07:46 |
Ask13:07:46 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.560EUR |
-9.68% |
0.550
Bid Size: 5,500 |
0.720
Ask Size: 5,500 |
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: |
-43.78 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.27 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.29 |
| Historic volatility: |
0.19 |
| Parity: |
-1.31 |
| Time value: |
0.62 |
| Break-even: |
2,521.50 |
| Moneyness: |
0.95 |
| Premium: |
0.07 |
| Premium p.a.: |
0.55 |
| Spread abs.: |
0.04 |
| Spread %: |
6.90% |
| Delta: |
-0.30 |
| Theta: |
-0.86 |
| Omega: |
-12.96 |
| Rho: |
-1.35 |
Quote data
| Open: |
0.480 |
| High: |
0.560 |
| Low: |
0.480 |
| Previous Close: |
0.620 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
-9.68% |
| 1 Month |
|
|
-9.68% |
| 3 Months |
|
|
-49.09% |
| YTD |
|
|
-79.10% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.620 |
0.530 |
| 1M High / 1M Low: |
1.000 |
0.470 |
| 6M High / 6M Low: |
2.240 |
0.470 |
| High (YTD): |
09/01/2024 |
3.020 |
| Low (YTD): |
16/07/2024 |
0.470 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.590 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.711 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
1.078 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
300.48% |
| Volatility 6M: |
|
180.00% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
