Soc. Generale Put 3500 AZO 18.10.2024
/ DE000SY7KZM5
Soc. Generale Put 3500 AZO 18.10..../ DE000SY7KZM5 /
| 2024-08-23 9:35:26 PM |
Chg.+0.360 |
Bid10:20:38 AM |
Ask10:20:38 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 3.430EUR |
+11.73% |
2.660
Bid Size: 1,200 |
3.100
Ask Size: 1,200 |
AutoZone Inc |
3,500.00 USD |
2024-10-18 |
Put |
Master data
| WKN: |
SY7KZM |
| Issuer: |
Société Générale |
| Currency: |
EUR |
| Underlying: |
AutoZone Inc |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
3,500.00 USD |
| Maturity: |
2024-10-18 |
| Issue date: |
2024-08-20 |
| Last trading day: |
2024-10-17 |
| Ratio: |
100:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-9.45 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
2.73 |
| Intrinsic value: |
2.73 |
| Implied volatility: |
0.31 |
| Historic volatility: |
0.19 |
| Parity: |
2.73 |
| Time value: |
0.31 |
| Break-even: |
2,842.21 |
| Moneyness: |
1.09 |
| Premium: |
0.01 |
| Premium p.a.: |
0.08 |
| Spread abs.: |
0.13 |
| Spread %: |
4.47% |
| Delta: |
-0.75 |
| Theta: |
-0.82 |
| Omega: |
-7.10 |
| Rho: |
-3.37 |
Quote data
| Open: |
2.860 |
| High: |
3.510 |
| Low: |
2.860 |
| Previous Close: |
3.070 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
+11.73% |
| 1 Month |
|
|
- |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
3.430 |
3.070 |
| 1M High / 1M Low: |
- |
- |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
3.250 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
- |
| Avg. volume 1M: |
|
- |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
- |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
