Soc. Generale Put 3000 AZO 19.07.2024
/ DE000SY0ZCV8
Soc. Generale Put 3000 AZO 19.07..../ DE000SY0ZCV8 /
| 2024-06-26 9:45:12 PM |
Chg.+0.060 |
Bid9:59:54 PM |
Ask9:59:54 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.960EUR |
+6.67% |
0.890
Bid Size: 3,400 |
0.990
Ask Size: 3,400 |
AutoZone Inc |
3,000.00 USD |
2024-07-19 |
Put |
Master data
| WKN: |
SY0ZCV |
| Issuer: |
Société Générale |
| Currency: |
EUR |
| Underlying: |
AutoZone Inc |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
3,000.00 USD |
| Maturity: |
2024-07-19 |
| Issue date: |
2024-05-28 |
| Last trading day: |
2024-07-18 |
| Ratio: |
100:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-27.70 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.83 |
| Intrinsic value: |
0.59 |
| Implied volatility: |
0.25 |
| Historic volatility: |
0.19 |
| Parity: |
0.59 |
| Time value: |
0.40 |
| Break-even: |
2,702.34 |
| Moneyness: |
1.02 |
| Premium: |
0.01 |
| Premium p.a.: |
0.26 |
| Spread abs.: |
0.10 |
| Spread %: |
11.24% |
| Delta: |
-0.61 |
| Theta: |
-1.26 |
| Omega: |
-16.83 |
| Rho: |
-1.11 |
Quote data
| Open: |
0.750 |
| High: |
1.100 |
| Low: |
0.750 |
| Previous Close: |
0.900 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
+47.69% |
| 1 Month |
|
|
- |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.900 |
0.610 |
| 1M High / 1M Low: |
- |
- |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.702 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
- |
| Avg. volume 1M: |
|
- |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
- |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
