Soc. Generale Put 3100 AZO 21.03.2025
/ DE000SJ13JL9
Soc. Generale Put 3100 AZO 21.03..../ DE000SJ13JL9 /
2024-12-20 9:36:45 AM |
Chg.+0.010 |
Bid10:00:33 PM |
Ask10:00:33 PM |
Underlying |
Strike price |
Expiration date |
Option type |
0.950EUR |
+1.06% |
- Bid Size: - |
- Ask Size: - |
AutoZone Inc |
3,100.00 USD |
2025-03-21 |
Put |
Master data
WKN: |
SJ13JL |
Issuer: |
Société Générale |
Currency: |
EUR |
Underlying: |
AutoZone Inc |
Type: |
Warrant |
Option type: |
Put |
Strike price: |
3,100.00 USD |
Maturity: |
2025-03-21 |
Issue date: |
2024-11-01 |
Last trading day: |
2025-03-20 |
Ratio: |
100:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
-31.51 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.52 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.28 |
Historic volatility: |
0.19 |
Parity: |
-1.47 |
Time value: |
0.99 |
Break-even: |
2,873.51 |
Moneyness: |
0.95 |
Premium: |
0.08 |
Premium p.a.: |
0.36 |
Spread abs.: |
0.11 |
Spread %: |
12.50% |
Delta: |
-0.32 |
Theta: |
-0.79 |
Omega: |
-10.13 |
Rho: |
-2.72 |
Quote data
Open: |
0.950 |
High: |
0.950 |
Low: |
0.950 |
Previous Close: |
0.940 |
Turnover: |
0.000 |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
+46.15% |
1 Month |
|
|
-42.42% |
3 Months |
|
|
- |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.950 |
0.650 |
1M High / 1M Low: |
1.650 |
0.650 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.778 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
1.022 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
182.26% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |