Soc. Generale Put 3000 AZO 20.12.2024
/ DE000SU2V3Z8
Soc. Generale Put 3000 AZO 20.12..../ DE000SU2V3Z8 /
| 30/08/2024 21:42:26 |
Chg.+0.030 |
Bid21:59:51 |
Ask21:59:51 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.990EUR |
+3.13% |
0.960
Bid Size: 3,200 |
1.010
Ask Size: 3,200 |
AutoZone Inc |
3,000.00 USD |
20/12/2024 |
Put |
Master data
| WKN: |
SU2V3Z |
| Issuer: |
Société Générale |
| Currency: |
EUR |
| Underlying: |
AutoZone Inc |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
3,000.00 USD |
| Maturity: |
20/12/2024 |
| Issue date: |
28/11/2023 |
| Last trading day: |
19/12/2024 |
| Ratio: |
100:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-28.23 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.43 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.30 |
| Historic volatility: |
0.19 |
| Parity: |
-1.64 |
| Time value: |
1.02 |
| Break-even: |
2,613.61 |
| Moneyness: |
0.94 |
| Premium: |
0.09 |
| Premium p.a.: |
0.34 |
| Spread abs.: |
0.05 |
| Spread %: |
5.15% |
| Delta: |
-0.31 |
| Theta: |
-0.65 |
| Omega: |
-8.66 |
| Rho: |
-3.00 |
Quote data
| Open: |
0.870 |
| High: |
1.050 |
| Low: |
0.830 |
| Previous Close: |
0.960 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
-14.66% |
| 1 Month |
|
|
-21.43% |
| 3 Months |
|
|
-64.77% |
| YTD |
|
|
-75.79% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.090 |
0.960 |
| 1M High / 1M Low: |
1.530 |
0.860 |
| 6M High / 6M Low: |
2.930 |
0.860 |
| High (YTD): |
09/01/2024 |
4.540 |
| Low (YTD): |
19/08/2024 |
0.860 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.020 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.155 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
1.914 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
133.66% |
| Volatility 6M: |
|
116.40% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
