Soc. Generale Put 3100 AZO 17.05.2024
/ DE000SW8U0C4
Soc. Generale Put 3100 AZO 17.05..../ DE000SW8U0C4 /
2024-05-13 9:53:17 AM |
Chg.-0.420 |
Bid9:54:17 AM |
Ask9:54:17 AM |
Underlying |
Strike price |
Expiration date |
Option type |
0.670EUR |
-38.53% |
0.670 Bid Size: 4,500 |
1.660 Ask Size: 4,500 |
AutoZone Inc |
3,100.00 USD |
2024-05-17 |
Put |
Master data
WKN: |
SW8U0C |
Issuer: |
Société Générale |
Currency: |
EUR |
Underlying: |
AutoZone Inc |
Type: |
Warrant |
Option type: |
Put |
Strike price: |
3,100.00 USD |
Maturity: |
2024-05-17 |
Issue date: |
2024-04-10 |
Last trading day: |
2024-05-16 |
Ratio: |
100:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
-22.13 |
Leverage: |
Yes |
Calculated values
Fair value: |
1.12 |
Intrinsic value: |
1.12 |
Implied volatility: |
0.36 |
Historic volatility: |
0.20 |
Parity: |
1.12 |
Time value: |
0.13 |
Break-even: |
2,752.92 |
Moneyness: |
1.04 |
Premium: |
0.00 |
Premium p.a.: |
0.33 |
Spread abs.: |
0.13 |
Spread %: |
11.61% |
Delta: |
-0.79 |
Theta: |
-2.83 |
Omega: |
-17.53 |
Rho: |
-0.38 |
Quote data
Open: |
0.670 |
High: |
0.670 |
Low: |
0.670 |
Previous Close: |
1.090 |
Turnover: |
0.000 |
Market phase: |
PRE CALL |
All quotes in EUR
Performance
1 Week |
|
|
-48.46% |
1 Month |
|
|
-56.21% |
3 Months |
|
|
- |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
1.300 |
1.040 |
1M High / 1M Low: |
2.010 |
1.040 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
1.168 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
1.439 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
191.22% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |