Soc. Generale Put 3200 AZO 20.12.2024
/ DE000SY0NJZ0
Soc. Generale Put 3200 AZO 20.12..../ DE000SY0NJZ0 /
| 06/09/2024 21:37:09 |
Chg.+0.210 |
Bid21:59:50 |
Ask21:59:50 |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.100EUR |
+11.11% |
2.120
Bid Size: 1,500 |
2.250
Ask Size: 1,500 |
AutoZone Inc |
3,200.00 USD |
20/12/2024 |
Put |
Master data
| WKN: |
SY0NJZ |
| Issuer: |
Société Générale |
| Currency: |
EUR |
| Underlying: |
AutoZone Inc |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
3,200.00 USD |
| Maturity: |
20/12/2024 |
| Issue date: |
21/05/2024 |
| Last trading day: |
19/12/2024 |
| Ratio: |
100:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-12.24 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.51 |
| Intrinsic value: |
0.97 |
| Implied volatility: |
0.32 |
| Historic volatility: |
0.19 |
| Parity: |
0.97 |
| Time value: |
1.31 |
| Break-even: |
2,658.71 |
| Moneyness: |
1.03 |
| Premium: |
0.05 |
| Premium p.a.: |
0.17 |
| Spread abs.: |
0.13 |
| Spread %: |
6.05% |
| Delta: |
-0.52 |
| Theta: |
-0.75 |
| Omega: |
-6.39 |
| Rho: |
-4.80 |
Quote data
| Open: |
1.750 |
| High: |
2.130 |
| Low: |
1.710 |
| Previous Close: |
1.890 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
+22.09% |
| 1 Month |
|
|
-2.78% |
| 3 Months |
|
|
-45.45% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.100 |
1.480 |
| 1M High / 1M Low: |
2.160 |
1.480 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.826 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.805 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
155.50% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
