Soc. Generale Put 3500 AZO 17.05.2024
/ DE000SW8E7D7
Soc. Generale Put 3500 AZO 17.05..../ DE000SW8E7D7 /
| 2024-05-13 8:04:00 PM |
Chg.+0.420 |
Bid8:46:10 PM |
Ask8:46:10 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 5.150EUR |
+8.88% |
5.120
Bid Size: 10,000 |
5.350
Ask Size: 10,000 |
AutoZone Inc |
3,500.00 USD |
2024-05-17 |
Put |
Master data
| WKN: |
SW8E7D |
| Issuer: |
Société Générale |
| Currency: |
EUR |
| Underlying: |
AutoZone Inc |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
3,500.00 USD |
| Maturity: |
2024-05-17 |
| Issue date: |
2024-04-02 |
| Last trading day: |
2024-05-16 |
| Ratio: |
100:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-5.58 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
4.83 |
| Intrinsic value: |
4.83 |
| Implied volatility: |
1.12 |
| Historic volatility: |
0.20 |
| Parity: |
4.83 |
| Time value: |
0.13 |
| Break-even: |
2,753.68 |
| Moneyness: |
1.17 |
| Premium: |
0.00 |
| Premium p.a.: |
0.51 |
| Spread abs.: |
0.23 |
| Spread %: |
4.86% |
| Delta: |
-0.90 |
| Theta: |
-6.60 |
| Omega: |
-5.04 |
| Rho: |
-0.33 |
Quote data
| Open: |
4.150 |
| High: |
5.170 |
| Low: |
4.130 |
| Previous Close: |
4.730 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
+5.75% |
| 1 Month |
|
|
+7.74% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
4.910 |
4.590 |
| 1M High / 1M Low: |
5.470 |
4.590 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
4.754 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
4.923 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
65.57% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
