Soc. Generale Put 3100 AZO 20.12.2024
/ DE000SJ0VR02
Soc. Generale Put 3100 AZO 20.12..../ DE000SJ0VR02 /
10/9/2024 9:34:38 AM |
Chg.- |
Bid8:05:43 PM |
Ask8:05:43 PM |
Underlying |
Strike price |
Expiration date |
Option type |
1.33EUR |
- |
1.40 Bid Size: 20,000 |
1.52 Ask Size: 20,000 |
AutoZone Inc |
3,100.00 USD |
12/20/2024 |
Put |
Master data
WKN: |
SJ0VR0 |
Issuer: |
Société Générale |
Currency: |
EUR |
Underlying: |
AutoZone Inc |
Type: |
Warrant |
Option type: |
Put |
Strike price: |
3,100.00 USD |
Maturity: |
12/20/2024 |
Issue date: |
10/7/2024 |
Last trading day: |
12/19/2024 |
Ratio: |
100:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
-22.12 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.66 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.32 |
Historic volatility: |
0.19 |
Parity: |
-0.42 |
Time value: |
1.30 |
Break-even: |
2,703.24 |
Moneyness: |
0.99 |
Premium: |
0.06 |
Premium p.a.: |
0.35 |
Spread abs.: |
0.10 |
Spread %: |
8.33% |
Delta: |
-0.41 |
Theta: |
-0.98 |
Omega: |
-9.12 |
Rho: |
-2.56 |
Quote data
Open: |
1.33 |
High: |
1.33 |
Low: |
1.33 |
Previous Close: |
1.46 |
Turnover: |
0.00 |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
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1 Month |
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3 Months |
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YTD |
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1 Year |
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3 Years |
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5 Years |
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10 Years |
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1W High / 1W Low: |
- |
- |
1M High / 1M Low: |
- |
- |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
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- |
Avg. volume 1W: |
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Avg. price 1M: |
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Avg. volume 1M: |
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Avg. price 6M: |
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Avg. volume 6M: |
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Avg. price 1Y: |
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Avg. volume 1Y: |
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Volatility 1M: |
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Volatility 6M: |
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Volatility 1Y: |
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Volatility 3Y: |
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- |