Soc. Generale Put 3200 AZO 20.12.2024
/ DE000SY0NJZ0
Soc. Generale Put 3200 AZO 20.12..../ DE000SY0NJZ0 /
| 10/10/2024 9:51:28 PM |
Chg.+0.170 |
Bid9:59:55 PM |
Ask9:59:55 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.870EUR |
+10.00% |
1.810
Bid Size: 1,700 |
1.950
Ask Size: 1,700 |
AutoZone Inc |
3,200.00 USD |
12/20/2024 |
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: |
12/20/2024 |
| Issue date: |
5/21/2024 |
| Last trading day: |
12/19/2024 |
| Ratio: |
100:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-16.34 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.11 |
| Intrinsic value: |
0.49 |
| Implied volatility: |
0.32 |
| Historic volatility: |
0.19 |
| Parity: |
0.49 |
| Time value: |
1.27 |
| Break-even: |
2,748.63 |
| Moneyness: |
1.02 |
| Premium: |
0.04 |
| Premium p.a.: |
0.25 |
| Spread abs.: |
0.13 |
| Spread %: |
7.98% |
| Delta: |
-0.50 |
| Theta: |
-0.98 |
| Omega: |
-8.21 |
| Rho: |
-3.15 |
Quote data
| Open: |
1.510 |
| High: |
1.910 |
| Low: |
1.490 |
| Previous Close: |
1.700 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
-9.66% |
| 1 Month |
|
|
-4.10% |
| 3 Months |
|
|
-47.47% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.150 |
1.700 |
| 1M High / 1M Low: |
2.430 |
1.430 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.978 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.953 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
149.10% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
