Soc. Generale Put 3200 AZO 20.12.2024
/ DE000SY0NJZ0
Soc. Generale Put 3200 AZO 20.12..../ DE000SY0NJZ0 /
25/07/2024 16:47:47 |
Chg.-0.320 |
Bid17:33:36 |
Ask17:33:36 |
Underlying |
Strike price |
Expiration date |
Option type |
2.810EUR |
-10.22% |
2.610 Bid Size: 20,000 |
2.690 Ask Size: 20,000 |
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: |
-8.59 |
Leverage: |
Yes |
Calculated values
Fair value: |
2.55 |
Intrinsic value: |
2.38 |
Implied volatility: |
0.29 |
Historic volatility: |
0.19 |
Parity: |
2.38 |
Time value: |
0.78 |
Break-even: |
2,636.57 |
Moneyness: |
1.09 |
Premium: |
0.03 |
Premium p.a.: |
0.07 |
Spread abs.: |
0.09 |
Spread %: |
2.93% |
Delta: |
-0.61 |
Theta: |
-0.44 |
Omega: |
-5.28 |
Rho: |
-8.05 |
Quote data
Open: |
2.850 |
High: |
3.010 |
Low: |
2.810 |
Previous Close: |
3.130 |
Turnover: |
0.000 |
Market phase: |
PRE CALL |
All quotes in EUR
Performance
1 Week |
|
|
-8.77% |
1 Month |
|
|
-7.57% |
3 Months |
|
|
- |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
3.160 |
2.910 |
1M High / 1M Low: |
3.810 |
2.700 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
3.056 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
3.242 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
133.49% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |