Soc. Generale Put 3200 AZO 20.12.2024
/ DE000SY0NJZ0
Soc. Generale Put 3200 AZO 20.12..../ DE000SY0NJZ0 /
| 11/7/2024 11:01:04 AM |
Chg.-0.050 |
Bid11:41:32 AM |
Ask11:41:32 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.050EUR |
-4.55% |
1.040
Bid Size: 2,900 |
1.300
Ask Size: 2,900 |
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: |
-23.09 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.73 |
| Intrinsic value: |
0.03 |
| Implied volatility: |
0.33 |
| Historic volatility: |
0.19 |
| Parity: |
0.03 |
| Time value: |
1.26 |
| Break-even: |
2,852.79 |
| Moneyness: |
1.00 |
| Premium: |
0.04 |
| Premium p.a.: |
0.42 |
| Spread abs.: |
0.14 |
| Spread %: |
12.17% |
| Delta: |
-0.47 |
| Theta: |
-1.41 |
| Omega: |
-10.82 |
| Rho: |
-1.80 |
Quote data
| Open: |
1.050 |
| High: |
1.050 |
| Low: |
0.980 |
| Previous Close: |
1.100 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
-50.47% |
| 1 Month |
|
|
-50.00% |
| 3 Months |
|
|
-55.51% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.120 |
1.100 |
| 1M High / 1M Low: |
2.120 |
1.100 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.822 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.687 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
196.43% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
