Soc. Generale Put 3000 AZO 20.09.2024
/ DE000SU2Q6B9
Soc. Generale Put 3000 AZO 20.09..../ DE000SU2Q6B9 /
| 25/07/2024 08:54:38 |
Chg.-0.10 |
Bid25/07/2024 |
Ask25/07/2024 |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.17EUR |
-7.87% |
1.17
Bid Size: 2,600 |
1.53
Ask Size: 2,600 |
AutoZone Inc |
3,000.00 USD |
20/09/2024 |
Put |
Master data
| WKN: |
SU2Q6B |
| Issuer: |
Société Générale |
| Currency: |
EUR |
| Underlying: |
AutoZone Inc |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
3,000.00 USD |
| Maturity: |
20/09/2024 |
| Issue date: |
23/11/2023 |
| Last trading day: |
19/09/2024 |
| Ratio: |
100:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-17.83 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.13 |
| Intrinsic value: |
0.72 |
| Implied volatility: |
0.28 |
| Historic volatility: |
0.19 |
| Parity: |
0.72 |
| Time value: |
0.79 |
| Break-even: |
2,614.04 |
| Moneyness: |
1.03 |
| Premium: |
0.03 |
| Premium p.a.: |
0.20 |
| Spread abs.: |
0.08 |
| Spread %: |
5.59% |
| Delta: |
-0.55 |
| Theta: |
-0.86 |
| Omega: |
-9.84 |
| Rho: |
-2.60 |
Quote data
| Open: |
1.17 |
| High: |
1.17 |
| Low: |
1.17 |
| Previous Close: |
1.27 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+12.50% |
| 1 Month |
|
|
+14.71% |
| 3 Months |
|
|
-23.03% |
| YTD |
|
|
-70.45% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.27 |
1.04 |
| 1M High / 1M Low: |
1.90 |
0.99 |
| 6M High / 6M Low: |
3.25 |
0.98 |
| High (YTD): |
09/01/2024 |
4.37 |
| Low (YTD): |
22/03/2024 |
0.98 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.17 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.40 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
1.79 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
284.97% |
| Volatility 6M: |
|
164.46% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
