Soc. Generale Put 3000 AZO 19.07.2024
/ DE000SY0ZCV8
Soc. Generale Put 3000 AZO 19.07..../ DE000SY0ZCV8 /
12/07/2024 08:59:50 |
Chg.-0.340 |
Bid09:39:40 |
Ask09:39:40 |
Underlying |
Strike price |
Expiration date |
Option type |
0.830EUR |
-29.06% |
0.790 Bid Size: 3,800 |
1.350 Ask Size: 3,800 |
AutoZone Inc |
3,000.00 USD |
19/07/2024 |
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: |
19/07/2024 |
Issue date: |
28/05/2024 |
Last trading day: |
18/07/2024 |
Ratio: |
100:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
-21.72 |
Leverage: |
Yes |
Calculated values
Fair value: |
1.09 |
Intrinsic value: |
1.09 |
Implied volatility: |
0.35 |
Historic volatility: |
0.19 |
Parity: |
1.09 |
Time value: |
0.13 |
Break-even: |
2,636.87 |
Moneyness: |
1.04 |
Premium: |
0.01 |
Premium p.a.: |
0.30 |
Spread abs.: |
0.12 |
Spread %: |
10.91% |
Delta: |
-0.79 |
Theta: |
-2.46 |
Omega: |
-17.07 |
Rho: |
-0.42 |
Quote data
Open: |
0.830 |
High: |
0.830 |
Low: |
0.830 |
Previous Close: |
1.170 |
Turnover: |
0.000 |
Market phase: |
PRE CALL |
All quotes in EUR
Performance
1 Week |
|
|
-50.30% |
1 Month |
|
|
-53.63% |
3 Months |
|
|
- |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
1.670 |
1.170 |
1M High / 1M Low: |
1.790 |
0.610 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
1.464 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
1.179 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
468.64% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |