Soc. Generale Put 3000 AZO 20.12.2024
/ DE000SU2V3Z8
Soc. Generale Put 3000 AZO 20.12..../ DE000SU2V3Z8 /
7/5/2024 2:15:58 PM |
Chg.+0.110 |
Bid3:03:54 PM |
Ask3:03:54 PM |
Underlying |
Strike price |
Expiration date |
Option type |
2.400EUR |
+4.80% |
2.360 Bid Size: 1,300 |
2.680 Ask Size: 1,300 |
AutoZone Inc |
3,000.00 USD |
12/20/2024 |
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: |
12/20/2024 |
Issue date: |
11/28/2023 |
Last trading day: |
12/19/2024 |
Ratio: |
100:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
-10.36 |
Leverage: |
Yes |
Calculated values
Fair value: |
1.92 |
Intrinsic value: |
1.43 |
Implied volatility: |
0.28 |
Historic volatility: |
0.19 |
Parity: |
1.43 |
Time value: |
1.11 |
Break-even: |
2,521.09 |
Moneyness: |
1.05 |
Premium: |
0.04 |
Premium p.a.: |
0.09 |
Spread abs.: |
0.10 |
Spread %: |
4.10% |
Delta: |
-0.54 |
Theta: |
-0.42 |
Omega: |
-5.59 |
Rho: |
-7.70 |
Quote data
Open: |
2.290 |
High: |
2.400 |
Low: |
2.290 |
Previous Close: |
2.290 |
Turnover: |
0.000 |
Market phase: |
PRE CALL |
All quotes in EUR
Performance
1 Week |
|
|
+31.87% |
1 Month |
|
|
-11.76% |
3 Months |
|
|
+34.08% |
YTD |
|
|
-41.32% |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
2.450 |
1.820 |
1M High / 1M Low: |
2.720 |
1.600 |
6M High / 6M Low: |
4.540 |
1.350 |
High (YTD): |
1/9/2024 |
4.540 |
Low (YTD): |
3/22/2024 |
1.350 |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
2.224 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
2.151 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
2.502 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
162.22% |
Volatility 6M: |
|
108.96% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |